A generalized projection quasi-Newton method for nonlinear optimization problems

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	A generalized projection quasi-Newton method for nonlinear optimization problems
	Lai, YL ; Gao, ZY ; He, GP
	1999
发表期刊	ANNALS OF OPERATIONS RESEARCH
ISSN	0254-5330
卷号	87 页码:353-362
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.
关键词	optimization linear constraints generalized projection quasi-Newton method convergence
语种	英语
WOS研究方向	Operations Research & Management Science
WOS类目	Operations Research & Management Science
WOS记录号	WOS:000080349200024
出版者	BALTZER SCI PUBL BV
引用统计
文献类型	期刊论文
条目标识符	http://ir.amss.ac.cn/handle/2S8OKBNM/14076
专题	中国科学院数学与系统科学研究院
通讯作者	Lai, YL
作者单位	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
推荐引用方式 GB/T 7714	Lai, YL,Gao, ZY,He, GP. A generalized projection quasi-Newton method for nonlinear optimization problems[J]. ANNALS OF OPERATIONS RESEARCH,1999,87:353-362.
APA	Lai, YL,Gao, ZY,&He, GP.(1999).A generalized projection quasi-Newton method for nonlinear optimization problems.ANNALS OF OPERATIONS RESEARCH,87,353-362.
MLA	Lai, YL,et al."A generalized projection quasi-Newton method for nonlinear optimization problems".ANNALS OF OPERATIONS RESEARCH 87(1999):353-362.