A feasible directions method on combining feasibility with descent for nonlinear constrained optimization
نویسنده
چکیده
Abstract. In this paper, a modified gradient projection method is proposed to solve the nonlinear constrained optimization problems, where the search direction is obtained by combing feasibility with descent. In addition, it is pointed out that, for linear constrained optimization problems, this method may be simplified and viewed as the modified version to Rosen’s method. The theoretical analysis shows that global convergence can be obtained under some suitable conditions.
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