A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization
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 filt...
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| Format: | Article |
| Language: | English |
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Wiley
2013-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2013/854890 |
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| _version_ | 1832552599513989120 |
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| author | Wei Wang Shaoli Hua Junjie Tang |
| author_facet | Wei Wang Shaoli Hua Junjie Tang |
| author_sort | Wei Wang |
| collection | DOAJ |
| description | 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. |
| format | Article |
| id | doaj-art-dfc54f320f89423390605d6c339f7696 |
| institution | Kabale University |
| issn | 1110-757X 1687-0042 |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Journal of Applied Mathematics |
| spelling | doaj-art-dfc54f320f89423390605d6c339f76962025-02-03T05:58:23ZengWileyJournal of Applied Mathematics1110-757X1687-00422013-01-01201310.1155/2013/854890854890A Generalized Gradient Projection Filter Algorithm for Inequality Constrained OptimizationWei Wang0Shaoli Hua1Junjie Tang2Department of Mathematics, East China University of Science and Technology, Shanghai 200237, ChinaChina UnionPay Merchant Services Co., Ltd., Shanghai 200135, ChinaDepartment of Mathematics, East China University of Science and Technology, Shanghai 200237, ChinaA 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.http://dx.doi.org/10.1155/2013/854890 |
| spellingShingle | Wei Wang Shaoli Hua Junjie Tang A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization Journal of Applied Mathematics |
| title | A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization |
| title_full | A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization |
| title_fullStr | A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization |
| title_full_unstemmed | A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization |
| title_short | A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization |
| title_sort | generalized gradient projection filter algorithm for inequality constrained optimization |
| url | http://dx.doi.org/10.1155/2013/854890 |
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