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| A Dwindling Filter Algorithm with a ModifiedSubproblem for Nonlinear InequalityConstrained Optimization? |
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Citation： |
Chao GU,Detong ZHU.A Dwindling Filter Algorithm with a ModifiedSubproblem for Nonlinear InequalityConstrained Optimization?[J].Chinese Annals of Mathematics B,2014,35(2):209~224 |
| Page view： 1783
Net amount： 1250 |
Authors： |
Chao GU; Detong ZHU; |
Foundation： |
National Natural Science Foundation of China (Nos. 11201304,11371253), the Innovation Program of Shanghai Municipal Education Commission (No. 12YZ174)and the Group of Accounting and Governance Disciplines (No. 10kq03). |
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| Abstract： |
The authors propose a dwindling filter algorithm with Zhou’s modified subproblem
for nonlinear inequality constrained optimization. The feasibility restoration phase,
which is always used in the traditional filter method, is not needed. Under mild conditions,
global convergence and local superlinear convergence rates are obtained. Numerical results
demonstrate that the new algorithm is effective. |
Keywords： |
Modified subproblem, Dwindling filter, Feasibility restoration phase,Convergence, Constrained optimization |
Classification： |
49M37, 65K05, 90C30 |
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