Nonsmooth equation method for nonlinear nonconvex optimization
The aim of the paper is to introduce a novel nonsmooth equation method (and its implementation) assigned to solve large and sparse nonlinear nonconvex optimization problems. The authors consider the general nonlinear programming (N-LP) problem and the necessary Karush-Kuhn-Tucker condition system to solve the N-LP, construct an equivalent system using the Fischer-Burmeister transformation, and apply the nonsmooth equation approach making use of the indefinitely preconditioned conjugate gradient technique. The nonsmooth equation approach to solve N-LP problem is based here on the modified Fischer-Burmeister function and on a suitable merit function for the step-length selection (which however does not ensure necessarily the global convergence of the solution). The algorithm of the novel method is described in detail and the computational experiments, performed on five sets of each 18 test problems, showed the effectiveness and benefit of the proposed technique especially when dealing with large and sparse N-LP problems. For the entire collection see [Zbl 1059.65001].
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