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A REVISED CONJUGATE GRADIENT PROJECTION ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATIONS

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文摘 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.
来源 Journal of Computational Mathematics ,2005,23(2):217-224 【核心库】
关键词 Constrained optimization ; Conjugate gradient projection ; Revised direction ; Superlinear convergence
地址

1. Department of Applied Mathematics, Tongji University, 上海, 200092  

2. Department of Mathematics, Shanghai University, 上海, 200436  

3. School of Management, Fudan University, 上海, 200433

语种 英文
文献类型 研究性论文
ISSN 0254-9409
学科 数学
文献收藏号 CSCD:1924115

参考文献 共 14 共1页

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引证文献 2

1 王薇 用变换函数解带线性约束的全局最优问题 同济大学学报. 自然科学版,2007,35(9):1274-1278
被引 0 次

2 Gao Jing A generalized gradient projection filter method for arbitrary initial point 运筹学学报,2013,17(2):124-130
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