| A REVISED CONJUGATE GRADIENT PROJECTION ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATIONS |
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| 作者姓名： | WeiWang Lian-shengZhang Yi-fanXu |
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| 作者单位： | [1]DepartmentofAppliedMathematics,TongjiUniversity,Shanghai200092,China／／DepartmentofMathematics,ShanghaiUniversity,Shanghai200436,China [2]DepartmentofMathematics,ShanghaiUniversity,Shanghai200436,China [3]SchoolofManagement,FudanUniversity,Shanghai200433,China |
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| 摘 要： | 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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| 关 键 词： | 非线性约束优化 共轭梯度射影 方向修订 超线性收敛 准牛顿法 |
A REVISED CONJUGATE GRADIENT PROJECTION ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATIONS |
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| WeiWang Lian-shengZhang Yi-fanXu.A REVISED CONJUGATE GRADIENT PROJECTION ALGORITHM FOR INEQUALITY CONSTRAINED OPTIMIZATIONS[J].Journal of Computational Mathematics,2005,23(2):217-224. |
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| Authors: | Wei Wang |
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| Abstract: | A revised conjugate gradient projection method for nonlinear inequality constrainedoptimization problems is proposed in the paper,since the search direction is the combi-nation of the conjugate projection gradient and the quasi-Newton direction.It has twomerits.The one is that the amount of computation is lower because the gradient matrixonly needs to be computed one time at each iteration.The other is that the algorithmis of global convergence and locally superlinear convergence without strict complementarycondition under some mild assumptions.In addition the search direction is explicit. |
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| Keywords: | Constrained optimization Conjugate gradient projection Revised direction Superlinear convergence |
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