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| Volume 4, Number 1, January 2008, pp. 43-52 | ||||||||
| Kangdi Li, Dingguo Pu and Weiwen Tian | ||||||||
| Key words: | ||||||||
| filter, QP-free method, constraint, convergence, NCP function | ||||||||
| Mathematices Subject Classification: 90C30 | ||||||||
|
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| Volume 4, Number 1, January 2008, pp. 43-52 | ||||||||
| Kangdi Li, Dingguo Pu and Weiwen Tian | ||||||||
| Key words: | ||||||||
| filter, QP-free method, constraint, convergence, NCP function | ||||||||
| Mathematices Subject Classification: 90C30 | ||||||||
|
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| Abstract: | |||
| In this paper, we introduce a piecewise linear NCP function and propose a filter QP-free infeasible method using this NCP function for constrained nonlinear optimization problems. This iterative method is based on the solution of nonsmooth equations which are obtained by the multipliers and the NCP function for the KKT first-order optimality conditions. Locally, each iteration of this method can be viewed as a perturbation of a mixed Newton and quasi-Newton iteration on both the primal and dual variables for the solution of the KKT optimality conditions. We also use the filter on line searches. This method is implementable and globally convergent. We also prove that the method has superlinear convergence rate under some mild conditions. | |||
| Filter QP-free method with piecewise linear NCP function | ||