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- W2760662288 abstract "In this paper, a class of nonlinear constrained optimization problems with both inequality and equality constraints is discussed. Based on a simple and effective penalty parameter and the idea of primal-dual interior point methods, a QP-free algorithm for solving the discussed problems is presented. At each iteration, the algorithm needs to solve two or three reduced systems of linear equations with a common coefficient matrix, where a slightly new working set technique for judging the active set is used to construct the coefficient matrix, and the positive definiteness restriction on the Lagrangian Hessian estimate is relaxed. Under reasonable conditions, the proposed algorithm is globally and superlinearly convergent. During the numerical experiments, by modifying the technique in Section 5 of (SIAM J. Optim. 14(1): 173-199, 2003), we introduce a slightly new computation measure for the Lagrangian Hessian estimate based on second order derivative information, which can satisfy the associated assumptions. Then, the proposed algorithm is tested and compared on 59 typical test problems, which shows that the proposed algorithm is promising." @default.
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- W2760662288 date "2017-09-29" @default.
- W2760662288 modified "2023-10-18" @default.
- W2760662288 title "Primal-dual interior point QP-free algorithm for nonlinear constrained optimization" @default.
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- W2760662288 doi "https://doi.org/10.1186/s13660-017-1500-2" @default.
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