文献类型：期刊文献

英文题名：A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization

作者：Wang, Wei[1];Hua, Shaoli[2];Tang, Junjie[1]

机构：[1]E China Univ Sci & Technol, Dept Math, Shanghai 200237, Peoples R China;[2]China UnionPay Merchant Serv Co Ltd, Shanghai 200135, Peoples R China

年份：2013

外文期刊名：JOURNAL OF APPLIED MATHEMATICS

收录：;WOS:【SCI-EXPANDED(收录号:WOS:000325929100001)】；

基金：This research was supported by the National Natural Science Foundation of China (no. 11271128).

语种：英文

摘要：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.