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系统科学与数学 1996
A CLASS OF SUPERLINEARLY CONVERCENT PROJECTION QUASI-NEWTON ALGORITHMS
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Abstract:
in this paper, we will give a class of algorithms containning two group parameters for noallnear progranuliing problems with linear constraints by combining the gradient projection with quasi-Newton method. Its global convergence and the superlinear convergence of its some subclass are proved under suitable conditions, and some special examples of the algorithm are given, such as DFP projection method, BFGS projection method and so on.