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OALib Journal期刊
ISSN: 2333-9721
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A CLASS OF SUPERLINEARLY CONVERCENT PROJECTION QUASI-NEWTON ALGORITHMS
一族超线性收敛的投影拟牛顿算法

Keywords: Nonlinear programming,gradient projection,quasi-Newton method,global and superlinearly convergence
非线性规划,梯度投影,拟牛顿法,全局和超线性收敛

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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.

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