A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization. (9th October 2013)

• Record Type: Journal Article
• Authors: Wang, Wei; Hua, Shaoli; Tang, Junjie
• Other Names: Andrianov Igor Academic Editor.
• Is Part Of: Journal of applied mathematics. Volume 2013(2013)
• Publication Date: 2013-10-09
• Subjects: Mathematics -- Periodicals; 519.05
• DOI: 10.1155/2013/854890
• Languages: English
• ISSNs: 1110-757X

Abstract

Abstract : A generalized gradient projection filter algorithm for inequality constrained optimization is presented. It has three merits. The first is that the amount of computation is lower, since the gradient matrix only needs to be computed one time at each iterate. The second is that the paper uses the filter technique instead of any penalty function for constrained programming. The third is that the algorithm is of global convergence and locally superlinear convergence under some mild conditions.