Generalized memory gradient projection method for non-linear programming with non-linear equality and in-equality constraints

被引：1

作者：

Sun Q. ^{[1
]}

Sang Z. ^{[1
]}

机构：

[1] College of Mathematics and Computational Science, China University of Petroleum, Dongying

来源：

Journal of Applied Mathematics and Computing | 2011年 / 36卷 / 1-2期

关键词：

Convergence; Generalized projection; Memory gradient; Non-linear equality constraints and in-equality constraints; Non-linear programming;

D O I：

10.1007/s12190-010-0407-6

中图分类号：

学科分类号：

摘要：

In this paper, generalized gradient projection method is modified to solve non-linear programming with nonlinear equality constraints and in-equality constraints. The global convergence properties of the new method are discussed. Combining quasi-Newton method with our new method, quasi-Newton method is modified to solve non-linear programming with non-linear equality constraints and in-equality constraints. The numerical results illustrate that the new methods are effective. © 2010 Korean Society for Computational and Applied Mathematics.

引用

页码：347 / 366

页数：19

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