JRM Vol.26 No.5 pp. 566-572
doi: 10.20965/jrm.2014.p0566


3-1 Piecewise NCP Function for New Nonmonotone QP-Free Infeasible Method

Ailan Liu*,** and Dingguo Pu*,***

*Department of Mathematics, Tongji University, No.1239, Siping Road, Shanghai 200092, China

**School of Mathematics and Physics, Shanghai University of Electric Power, No.2588, Changyang Road, Yangpu District, Shanghai, China

***School of Mathematics and Statistics, Henan University of Science and Technology, No.263, Kaiyuan Road, Luoyang 471023, China

April 13, 2014
July 16, 2014
October 20, 2014
QP-free method, NCP function, nonmonotone, convergence
Algorithm flow chart

We propose a nonmonotone QP-free infeasible method for inequality-constrained nonlinear optimization problems based on a 3-1 piecewise linear NCP function. This nonmonotone QP-free infeasible method is iterative and is based on nonsmooth reformulation of KKT first-order optimality conditions. It does not use a penalty function or a filter in nonmonotone line searches. This algorithm solves only two systems of linear equations with the same nonsingular coefficient matrix, and is implementable and globally convergent without a linear independence constraint qualification or a strict complementarity condition. Preliminary numerical results are presented.

Cite this article as:
A. Liu and D. Pu, “3-1 Piecewise NCP Function for New Nonmonotone QP-Free Infeasible Method,” J. Robot. Mechatron., Vol.26, No.5, pp. 566-572, 2014.
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Last updated on Nov. 12, 2018