A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization

A Gradient Projection Algorithm for Side-constrained Traffic Assignment

A New Projection Algorithm for Generalized Variational Inequality

A new hybrid conjugate gradient algorithm for unconstrained optimization

In this paper, a new hybrid conjugate gradient algorithm is proposed for solving unconstrained optimization problems. This new method can generate sufficient descent directions unrelated to any line search. Moreover, the global convergence of the proposed method is proved under the Wolfe line search. Numerical experiments are also presented to show the efficiency of the proposed algorithm, espe...

A Filter-Based Evolutionary Algorithm for Constrained Optimization

We introduce a filter-based evolutionary algorithm (FEA) for constrained optimization. The filter used by an FEA explicitly imposes the concept of dominance on a partially ordered solution set. We show that the algorithm is provably robust for both linear and nonlinear problems and constraints. FEAs use a finite pattern of mutation offsets, and our analysis is closely related to recent converge...

Two-Phase Generalized Reduced Gradient Method for Constrained Global Optimization

The random perturbation of generalized reduced gradient method for optimization under nonlinear differentiable constraints is proposed. Generally speaking, a particular iteration of this method proceeds in two phases. In the Restoration Phase, feasibility is restored by means of the resolution of an auxiliary nonlinear problem, a generally nonlinear system of equations. In the Optimization Phas...