TY - JOUR
T1 - A Revised Conjugate Gradient Projection Algorithm for Inequality Constrained Optimizations
AU - Wei Wang, Lian-Sheng Zhang & Yi-Fan Xu
JO - Journal of Computational Mathematics
VL - 2
SP - 217
EP - 224
PY - 2005
DA - 2005/04
SN - 23
DO - http://doi.org/
UR - https://global-sci.org/intro/article_detail/jcm/8810.html
KW - Constrained optimization, Conjugate gradient projection, Revised direction, Superlinear convergence.
AB - <p style="text-align: justify;">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.</p>