A Superlinear convergent algorithm of the sequential systems of linear equations for nonlinear programming

摘要

A superlinear algorithm of the sequential systems of linear equations for nonlinear programming is proposed in this paper. At each iterative step, the algorithm needs two processes: solving a systems of linear equations(LS) and computing an auxiliary direction. When k is large enough, the last auxiliary computation can be omitted and the algorithm has superlinearly convergent rate.