A Superlinear Convergent Algorithm of Linearly Constrained Optimization Problems

摘要

In this paper, an algorithm for the nonlinear optimization problem with general linear constraince is given. The algorithm uses actively constrained set. and specific line combination of polar directions and modified vactors as its search direction and its line search is an inexact one. The global convergence and superlinear convergent rate of the algorithm are proved. The algorithm is demonstraed with sereval examples.