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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Bibliographic Details
Main Authors: Wei Wang, Shaoli Hua, Junjie Tang
Format: Article
Language:English
Published: Wiley 2013-01-01
Series:Journal of Applied Mathematics
Online Access:http://dx.doi.org/10.1155/2013/854890
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