A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization
Author(s) -
Wei Wang,
Shaoli Hua,
Junjie Tang
Publication year - 2013
Publication title -
journal of applied mathematics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.307
H-Index - 43
eISSN - 1687-0042
pISSN - 1110-757X
DOI - 10.1155/2013/854890
Subject(s) - mathematics , proximal gradient methods , convergence (economics) , computation , filter (signal processing) , mathematical optimization , projection (relational algebra) , penalty method , algorithm , gradient method , constrained optimization , matrix (chemical analysis) , function (biology) , computer science , convex function , materials science , geometry , regular polygon , evolutionary biology , economics , composite material , computer vision , biology , economic growth
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
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