IDEAS home Printed from https://ideas.repec.org/a/wsi/apjorx/v28y2011i03ns0217595911003284.html
   My bibliography  Save this article

An Infeasible Ssle Filter Algorithm For General Constrained Optimization Without Strict Complementarity

Author

Listed:
  • CHUNGEN SHEN

    (Department of Applied Mathematics, Shanghai Finance University, 201209, China)

  • WENJUAN XUE

    (Department of Mathematics and Physics, Shanghai University of Electric Power, 200090, China)

  • DINGGUO PU

    (Department of Mathematics, Tongji University, 200092, China)

Abstract

In this paper, we propose a new sequential systems of linear equations (SSLE) filter algorithm, which is an infeasible QP-free method. The new algorithm needs to solve a few reduced systems of linear equations with the same nonsingular coefficient matrix, and after finitely many iterations, only two linear systems need to be solved. Furthermore, the nearly active set technique is used to improve the computational effect. Under the linear independence condition, the global convergence is proved. In particular, the rate of convergence is proved to be one-step superlinear without assuming the strict complementarity condition. Numerical results and comparison with other algorithms indicate that the new algorithm is promising.

Suggested Citation

  • Chungen Shen & Wenjuan Xue & Dingguo Pu, 2011. "An Infeasible Ssle Filter Algorithm For General Constrained Optimization Without Strict Complementarity," Asia-Pacific Journal of Operational Research (APJOR), World Scientific Publishing Co. Pte. Ltd., vol. 28(03), pages 361-399.
    • Handle: RePEc:wsi:apjorx:v:28:y:2011:i:03:n:s0217595911003284
    DOI: 10.1142/S0217595911003284
    as

    Download full text from publisher

    File URL: http://www.worldscientific.com/doi/abs/10.1142/S0217595911003284
    Download Restriction: Access to full text is restricted to subscribers
    File URL: https://libkey.io/10.1142/S0217595911003284?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:apjorx:v:28:y:2011:i:03:n:s0217595911003284. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscinet.com/apjor/apjor.shtml .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.