An infeasible nonmonotone SSLE algorithm for nonlinear programming (Q2379186)
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scientific article; zbMATH DE number 5684821
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| English | An infeasible nonmonotone SSLE algorithm for nonlinear programming |
scientific article; zbMATH DE number 5684821 |
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An infeasible nonmonotone SSLE algorithm for nonlinear programming (English)
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19 March 2010
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Based on the nonmonotonicity technique, the authors propose a new sequential systems of linear equations (SSLE) algorithm to solve a nonlinear programming problem. The proposed algorithm solves three systems of linear equations with the same coefficient matrix without using the penalty function and special demands on the initial point are not needed. The global convergence of the algorithm is established under certain conditions. Some numerical experimental results are presented.
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nonmonotonicity
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linear search
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nonlinear programming
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numerical examples
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sequential systems of linear equations
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algorithm
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global convergence
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0.9404633045196532
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0.8495396971702576
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0.8456525206565857
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0.832076907157898
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0.8318853974342346
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