Abstract
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.
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Wang, H. (2009). A Kind of Nonmonotone QP-Free Method for Constrained Optimization. In: Cao, B., Li, TF., Zhang, CY. (eds) Fuzzy Information and Engineering Volume 2. Advances in Intelligent and Soft Computing, vol 62. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-03664-4_132
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DOI: https://doi.org/10.1007/978-3-642-03664-4_132
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-03663-7
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