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A new constraints identification technique-based QP-free algorithm for the solution of inequality constrained minimization problems. (English) Zbl 1112.65060
The authors propose a feasible QP-free sequential system of linear equations algorithm for solving a nonlinear inequality constrained optimization problem. A technique is suggested to determine the working set. The global convergence of the algorithm is established, and the local superlinear convergence without strict complementarity is proved. Some preliminary numerical experimental results are presented.

MSC:
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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