An infeasible nonmonotone SSLE algorithm for nonlinear programming (Q2379186)

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.