In this paper, a parallel ssle algorithm is proposed for solving large scale constrained optimization with block-separable structure. At each iteration, the PVD sub-problems are solved inexactly by the ssle algorithm,...
详细信息
In this paper, a parallel ssle algorithm is proposed for solving large scale constrained optimization with block-separable structure. At each iteration, the PVD sub-problems are solved inexactly by the ssle algorithm, which successfully overcomes the constraint inconsistency exited in most SQP-type algorithm, and decreases the computation amount as well. Without assuming the convexity of the constraints, the algorithm is proved to be globally convergent to a KKT point of the original problem. Crown Copyright (C) 2010 Published by Elsevier Inc. All rights reserved.
In this paper, we aim to solve nonlinear complementarity problems(NCP), NCP can be reformulated as a nonlinear programming. A search direction is obtained by linearization of the feasible set at a trial point, by maki...
详细信息
ISBN:
(纸本)9781479947775
In this paper, we aim to solve nonlinear complementarity problems(NCP), NCP can be reformulated as a nonlinear programming. A search direction is obtained by linearization of the feasible set at a trial point, by making use of this method, a new filter-ssle algorithm is presented. It only needs to solve two linear equations at each iteration, fewer computations are required. Global convergence results of the proposed algorithm are established under some suitable conditions.
暂无评论