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A Kind of Nonmonotone QP-Free Method for Constrained Optimization

机译:一种用于约束优化的非单调QP的方法

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In this paper, we presented a kind of nonmonotone QP-free method based on a new piecewise linear NCP functions.Each iteration in this algorithm only needs to solve systems of linear equations which are derived from the equality part in the KKT first order optimality conditions.The initial point is arbitrary. Instead of filter methods, we use a nonmonotone technique to avoid the estimation of the penalty parameter which is always difficult to obtain. Under some conditions, the global convergence of the algorithm is given. Some numerical results are presented.
机译:在本文中,我们介绍了一种基于新的分段线性NCP功能的非单调QP的方法。在该算法中迭代仅需要解决从KKT第一订单最优性条件中的平等部分导出的线性方程系统。初始点是任意的。我们使用非单调技术而不是过滤方法,以避免估计总是难以获得的惩罚参数。在某些条件下,给出了算法的全局收敛。提出了一些数值结果。

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