A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization

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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Main Authors: Wei Wang, Shaoli Hua, Junjie Tang
Format: Article
Language:English
Published: Hindawi Limited 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/854890
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spelling doaj-dfc54f320f89423390605d6c339f76962020-11-24T21:39:46ZengHindawi LimitedJournal 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
collection DOAJ
language English
format Article
sources DOAJ
author Wei Wang
Shaoli Hua
Junjie Tang
spellingShingle Wei Wang
Shaoli Hua
Junjie Tang
A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization
Journal of Applied Mathematics
author_facet Wei Wang
Shaoli Hua
Junjie Tang
author_sort Wei Wang
title A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization
title_short 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_sort generalized gradient projection filter algorithm for inequality constrained optimization
publisher Hindawi Limited
series Journal of Applied Mathematics
issn 1110-757X
1687-0042
publishDate 2013-01-01
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.
url http://dx.doi.org/10.1155/2013/854890
work_keys_str_mv AT weiwang ageneralizedgradientprojectionfilteralgorithmforinequalityconstrainedoptimization
AT shaolihua ageneralizedgradientprojectionfilteralgorithmforinequalityconstrainedoptimization
AT junjietang ageneralizedgradientprojectionfilteralgorithmforinequalityconstrainedoptimization
AT weiwang generalizedgradientprojectionfilteralgorithmforinequalityconstrainedoptimization
AT shaolihua generalizedgradientprojectionfilteralgorithmforinequalityconstrainedoptimization
AT junjietang generalizedgradientprojectionfilteralgorithmforinequalityconstrainedoptimization
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