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A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization

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  • Zhijun Luo
  • Lirong Wang

Abstract

A new parallel variable distribution algorithm based on interior point SSLE algorithm is proposed for solving inequality constrained optimization problems under the condition that the constraints are block-separable by the technology of sequential system of linear equation. Each iteration of this algorithm only needs to solve three systems of linear equations with the same coefficient matrix to obtain the descent direction. Furthermore, under certain conditions, the global convergence is achieved.

Suggested Citation

  • Zhijun Luo & Lirong Wang, 2014. "A Globally Convergent Parallel SSLE Algorithm for Inequality Constrained Optimization," Journal of Mathematics, Hindawi, vol. 2014, pages 1-6, April.
    • Handle: RePEc:hin:jjmath:461902
    DOI: 10.1155/2014/461902
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