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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2013-01-01
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Series: | Journal of Applied Mathematics |
Online Access: | http://dx.doi.org/10.1155/2013/854890 |