A REVISED CONJUGATE GRADIENT PROJECTION ALGORITHM FOR INEQUALITY CONSTRAINED
OPTIMIZATIONS
查看参考文献14篇
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文摘
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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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来源
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Journal of Computational Mathematics
,2005,23(2):217-224 【核心库】
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关键词
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Constrained optimization
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Conjugate gradient projection
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Revised direction
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Superlinear convergence
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地址
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1.
Department of Applied Mathematics, Tongji University, 上海, 200092
2.
Department of Mathematics, Shanghai University, 上海, 200436
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School of Management, Fudan University, 上海, 200433
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语种
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英文 |
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文献类型
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研究性论文 |
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ISSN
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0254-9409 |
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学科
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数学 |
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文献收藏号
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CSCD:1924115
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14
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