Shen, Chungen; Xue, Wenjuan; Pu, Dingguo - In: Mathematical Methods of Operations Research 71 (2010) 1, pp. 103-124
In this paper, we propose a new nonmonotone algorithm using the sequential systems of linear equations, which is an infeasible QP-free method. We use neither a penalty function nor a filter. Therefore, it is unnecessary to choose a problematic penalty parameter. The new algorithm only needs to...
