A generalized projection quasi-Newton method for nonlinear optimization problems

被引：1

作者：

Lai, YL ^{[1
]}

Gao, ZY

He, GP

机构：

[1] Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China

[2] No Jiaotong Univ, Beijing 100044, Peoples R China

[3] Shandong Min Inst, Dept Appl Math, Shandong 271019, Peoples R China

来源：

ANNALS OF OPERATIONS RESEARCH | 1999年 / 87卷 / 0期

关键词：

optimization; linear constraints; generalized projection; quasi-Newton method; convergence;

D O I：

10.1023/A:1018949406680

中图分类号：

C93 [管理学]; O22 [运筹学];

学科分类号：

070105 ; 12 ; 1201 ; 1202 ; 120202 ;

摘要：

In this paper, a generalized projection quasi-Newton method with inexact line search is proposed for the nonlinear optimization problem with linear constraints. The projection and quasi-Newton technique are used to determine the search direction at each iteration. It is proved that the method has properties of global convergence and superlinear convergence rate under some suitable assumptions.

引用

页码：353 / 362

页数：10

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