An infeasible nonmonotone SSLE algorithm for nonlinear programming

Chungen Shen (), Wenjuan Xue and Dingguo Pu

Mathematical Methods of Operations Research, 2010, vol. 71, issue 1, 103-124

Abstract: In this paper, we propose a new nonmonotone algorithm using the sequential systems of linear equations, which is an infeasible QP-free method. We use neither a penalty function nor a filter. Therefore, it is unnecessary to choose a problematic penalty parameter. The new algorithm only needs to solve three systems of linear equations with the same nonsingular coefficient matrix. Under some suitable conditions, the global convergence is established. Some numerical results are also presented. Copyright Springer-Verlag 2010

Keywords: Nonmonotonicity; SSLE; Line search; Nonlinear programming; 65K05; 90C30 (search for similar items in EconPapers)
Date: 2010
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://hdl.handle.net/10.1007/s00186-009-0287-4 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:mathme:v:71:y:2010:i:1:p:103-124

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/00186

DOI: 10.1007/s00186-009-0287-4

Access Statistics for this article

Mathematical Methods of Operations Research is currently edited by Oliver Stein

More articles in Mathematical Methods of Operations Research from Springer, Gesellschaft für Operations Research (GOR), Nederlands Genootschap voor Besliskunde (NGB)
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().