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《Pure and Applied Mathematics》 2011-01
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A parallel algorithm based on QP-free for constrained optimizations

HUANG Li-guo 1, SUN Li 2, HAN Cong-ying 3(1. Department of Mathematics and Information Science, Binzhou University, Binzhou 256603, China;2. School of Information Science and Engineering, Shandong Agricultural University, Taian 271018, China;3. School of Information Science and Engineering, Shandong University of Science and Technology,Qingdao 266510, China)  
In this paper, a parallel variable distribution algorithm based on QP-free is proposed to solve constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation and active set. The feature of the method is that only the systems of linear equations with symmetrical structure are solved in each iteration, other than the quadratic programming, which avoids the constraints in compatible and decreases the amount of computations. In addition, the constraints aren’t necessarily convex. Global convergence is obtained under certain conditions.
【Fund】: 山东省科技攻关项目(2009GG10001012);; 滨州学院科研基金(BZXYL201005)
【CateGory Index】: O221.2
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1 HE Jun-yan(Dept.of Mathematics and Physics,Shanghai University of Electric Power,Shanghai 200090,China);Fast Convergence of Solving Semismooth KKT Equation[J];Journal of Shanghai University of Electric Power;2007-04
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