Year: 2005
Journal of Computational Mathematics, Vol. 23 (2005), Iss. 2 : pp. 217–224
Abstract
A revised conjugate gradient projection method for nonlinear inequality constrained optimization problems is proposed in the paper, since the search direction is the combination of the conjugate projection gradient and the quasi-Newton direction. It has two merits. The one is that the amount of computation is lower because the gradient matrix only needs to be computed one time at each iteration. The other is that the algorithm is of global convergence and locally superlinear convergence without strict complementary condition under some mild assumptions. In addition, the search direction is explicit.
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Journal Article Details
Publisher Name: Global Science Press
Language: English
DOI: https://doi.org/2005-JCM-8810
Journal of Computational Mathematics, Vol. 23 (2005), Iss. 2 : pp. 217–224
Published online: 2005-01
AMS Subject Headings:
Copyright: COPYRIGHT: © Global Science Press
Pages: 8
Keywords: Constrained optimization Conjugate gradient projection Revised direction Superlinear convergence.