PIECEWISE LINEAR NCP FUNCTION FOR QP FREE FEASIBLE METHOD

In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth and have nice properties. This method is based on the solutions of linear systems of equation reformulation of KKT optimality conditions, by using the piecewise NCP functions. This method is implementable and globally convergent without assuming the strict complementarity condition, the isolatedness of accumulation points. Purr thermore, the gradients of active constraints are not requested to be linearly independent. The submatrix which may be obtained by quasi-Newton methods, is not requested to be uniformly positive definite. Preliminary numerical results indicate that this new QP-free method is quite promising.

在这篇论文，明智的 NCP 功能为非线性的不平等被建议的有片的一个 QP 免费的可行方法抑制了优化问题。新 NCP 功能 arepiece 明智的线性合理的、常规伪 smooth 并且有好性质。这个方法是 KKT optimality 条件的方程重新阐述的线性系统的基于的在解决方案，由使用 thepiecewise NCP 函数。这个方法是没有假定严格的补充条件能、全球性会聚的工具，累积的孤立的海角指。而且，活跃限制的坡度没被请求线性地独立。可以被伪获得的次矩阵 -- 牛顿方法，没被请求一致地积极明确。初步的数字结果显示这个新 QP 免费的方法是相当有希望的。