The Superlinear Convergence Analysis of a Nonmonotone BFGS Algorithm on Convex Objective Functions

We prove the superlinear convergence of a nonmonotone BFGS algorithm on convex objective functions under suitable conditions.

A Strong Subfeasible Directions Algorithm with Superlinear Convergence

This paper presents a strong subfeasible directions algorithm possessing superlinear convergence for inequality constrained optimization. The starting point of this algorithm may be arbitary and its feasibility is monotonically increasing. The search directions only depend on solving one quadratic proraming and its simple correction, its line search is simple straight search and does not depend on any penalty function. Under suit assumptions, the algorithm is proved to possess global and superlinear convergence.

A superlinear convergence scheme for nonlinear fractional differential equations and its fast implement

In this paper,we first construct an efficient scheme for nonlinear Caputo fractional differential equations with the initial value and the fractional degree 0<α<1.Then,the unconditional stability and the superlinear convergence with the order 1+αof the proposed scheme are strictly proved and discussed.Due to the nonlocal property of fractional operators,the new scheme is time-consuming for long-time simulations.Thus,a fast implement of the proposed scheme is presented based on the sum-of-exponentials(SOE)approximation for the kernel tα−1 on the interval[h,T]in the Riemann-Liouville integral,where h is the stepsize.Some numerical experiments are provided to support the theoretical results of the new scheme and demonstrate the computational performance of its fast implement.

BROYDEN'S METHOD FOR SOLVING VARIATIONAL INEQUALITIES WITH GLOBAL AND SUPERLINEAR CONVERGENCE

In this paper, we establish a quasi-Newton method for solving the KKT system arising from variational inequalities. The subproblems of the proposed method are lower-dimensional mixed linear complementarity problems. A suitable line search is introduced. We show that under suitable conditions, the proposed method converges globally and superlinearly.

A SUPERLINEARLY CONVERGENT SPLITTING FEASIBLE SEQUENTIAL QUADRATIC OPTIMIZATION METHOD FOR TWO-BLOCK LARGE-SCALE SMOOTH OPTIMIZATION

This paper discusses the two-block large-scale nonconvex optimization problem with general linear constraints.Based on the ideas of splitting and sequential quadratic optimization(SQO),a new feasible descent method for the discussed problem is proposed.First,we consider the problem of quadratic optimal(QO)approximation associated with the current feasible iteration point,and we split the QO into two small-scale QOs which can be solved in parallel.Second,a feasible descent direction for the problem is obtained and a new SQO-type method is proposed,namely,splitting feasible SQO(SF-SQO)method.Moreover,under suitable conditions,we analyse the global convergence,strong convergence and rate of superlinear convergence of the SF-SQO method.Finally,preliminary numerical experiments regarding the economic dispatch of a power system are carried out,and these show that the SF-SQO method is promising.

A QP-FREE AND SUPERLINEARLY CONVERGENT ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATIONS

In this paper, a new mixed quasi-Newton method for inequality constrained optimization problems is proposed. The feature of the method is that only the systems of linear equations are solved in each iteration, other than the quadratic programming, which decrease the amount of computations and is also efficient for large scale problem. Under some mild assumptions without the strict complementary condition., the method is globally and superlinearly convergent.

A SUPERLINEARLY CONVERGENT TRUST REGION ALGORITHM FOR LC^1 CONSTRAINED OPTIMIZATION PROBLEMS

In this paper, a new trust region algorithm for nonlinear equality constrained LC1 optimization problems is given. It obtains a search direction at each iteration not by solving a quadratic programming subprobiem with a trust region bound, but by solving a system of linear equations. Since the computational complexity of a QP-Problem is in general much larger than that of a system of linear equations, this method proposed in this paper may reduce the computational complexity and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and super-linearly convergent to a solution of the original problem. Some numerical examples are reported, showing the proposed algorithm can be beneficial from a computational point of view.

A GLOBALLY AND SUPERLINEARLY CONVERGENT TRUST REGION METHOD FOR LC^1 OPTIMIZATION PROBLEMS

A new trust region algorithm for solving convex LC 1 optimization problem is presented.It is proved that the algorithm is globally convergent and the rate of convergence is superlinear under some reasonable assumptions.

ON THE CONVERGENCE OF PARALLEL BFGS METHOD

According to the sequential BFGS method, in this paper we present an asynchronous parallel BFGS method in the case when the gradient information about the function is inexact. We assume that we have p + q processors, which are divided-into two groups, the first group has p processors, the second group has q processors, the two groups are asynchronous. parallel, If we assume the objective function is twice continuously differentiable and uniformly convex, we prove the iteration converge globally to the solution, and under some additional conditions we show the method is superlinearly convergent. Finally, we show the numerical results of this algorithm.

A CLASS OF TRUST REGION METHODS FOR LINEAR INEQUALITY CONSTRAINED OPTIMIZATION AND ITS THEORY ANALYSIS Ⅱ．LOCAL CONVERGENCE RATE AND NUMERICAL TESTS

In this paper we prove that a class of trust region methods presented in part I is superlinearly convergent. Numerical tests are reported thereafter. Results by solving a set of typical problems selected from literatures have demonstrated that our algorithm is effective.

Nonmonotone Adaptive Trust Region Algorithms with Indefinite Dogleg Path for Unconstrained Minimization

In this paper, we combine the nonmonotone and adaptive techniques with trust region method for unconstrained minimization problems. We set a new ratio of the actual descent and predicted descent. Then, instead of the monotone sequence, the nonmonotone sequence of function values are employed. With the adaptive technique, the radius of trust region △k can be adjusted automatically to improve the efficiency of trust region methods. By means of the Bunch-Parlett factorization, we construct a method with indefinite dogleg path for solving the trust region subproblem which can handle the indefinite approximate Hessian Bk. The convergence properties of the algorithm are established. Finally, detailed numerical results are reported to show that our algorithm is efficient.

GLOBAL COVERGENCE OF THE NON-QUASI-NEWTON METHOD FOR UNCONSTRAINED OPTIMIZATION PROBLEMS

In this paper, the non-quasi-Newton＇s family with inexact line search applied to unconstrained optimization problems is studied. A new update formula for non-quasi-Newton＇s family is proposed. It is proved that the constituted algorithm with either Wolfe-type or Armijotype line search converges globally and Q-superlinearly if the function to be minimized has Lipschitz continuous gradient.

A New Nonmonotone Adaptive Trust Region Method

The trust region method plays an important role in solving optimization problems. In this paper, we propose a new nonmonotone adaptive trust region method for solving unconstrained optimization problems. Actually, we combine a popular nonmonotone technique with an adaptive trust region algorithm. The new ratio to adjusting the next trust region radius is different from the ratio in the traditional trust region methods. Under some appropriate conditions, we show that the new algorithm has good global convergence and superlinear convergence.

An SQP algorithm for mathematical programs with nonlinear complementarity constraints

In this paper, we describe a successive approximation and smooth sequential quadratic programming （SQP） method for mathematical programs with nonlinear complementarity constraints （MPCC）. We introduce a class of smooth programs to approximate the MPCC. Using an 11 penalty function, the line search assures global convergence, while the superlinear convergence rate is shown under the strictly complementary and second-order sufficient conditions. Moreover, we prove that the current iterated point is an exact stationary point of the mathematical programs with equilibrium constraints （MPEC） when the algorithm terminates finitely.

M-TIMES SECANT-LIKE MULTI-PROJCTION METHOD FOR SPARSE MINIMIZATION PROBLEM

In this paper, we present m time secant like multi projection algorithm for sparse unconstrained minimization problem. We prove this method are all q superlinearly convergent to the solution about m≥1 . At last, we from some numerical results, discuss how to choose the number m to determine the approximating matrix properly in practical use.

An Improved Quasi-Newton Method for Unconstrained Optimization

We present an improved method. If we assume that the objective function is twice continuously differentiable and uniformly convex, we discuss global and superlinear convergence of the improved quasi-Newton method.

A 2.79 COMPETITIVE ON-LINE ALGORITHM FOR TWO PROCESSOR REAL-TIME SYSTEMS WITH UNIFORM VALUE DENSITY

In this paper, a new superlinearly convergent algorithm is presented for optimization problems with general nonlinear equality and inequality constraints. Comparing with other methods for these problems, the algorithm has two main advantages. First, it doesn’t solve any quadratic programming (QP), and its search directions are determined by the generalized projection technique and the solutions of two systems of linear equations. Second, the sequential points generated by the algorithm satisfy all inequality constraints and its step length is computed by the straight line search. The algorithm is proved to possess global and superlinear convergence.

A SQP METHOD FOR GENERAL NONLINEAR COMPLEMENTARITY PROBLEMS

In this paper,the nonlinear complementarity problem is transformed into the least squares problem with nonnegative constraints,and a SQP algorithm for this reformulation based on a damped Gauss Newton type method is presented.It is shown that the algorithm is globally and locally superlinearly (quadratically) convergent without the assumption of monotonicity.

NEW SIMPLE SMOOTH MERIT FUNCTION FOR BOX CONSTRAINED VARIATIONAL INEQUALITIES AND DAMPED NEWTON TYPE METHOD

By introducing a smooth merit function for the median function, a new smooth merit function for box constrained variational inequalities （BVIs） was constructed. The function is simple and has some good differential properties. A damped Newton type method was presented based on it. Global and local superlinear/ quadratic convergence results were obtained under mild conditions, and the finite termination property was also shown for the linear BVIs. Numerical results suggest that the method is efficient and promising.