A class of superlinearly convergent projection quasi-Newton algorithms

A class of superlinearly convergent projection quasi-Newton algorithms

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Article ID: iaor19981949
Country: China
Volume: 16
Issue: 2
Start Page Number: 105
End Page Number: 112
Publication Date: Apr 1996
Journal: Journal of Systems Science and Applied Sciences
Authors: ,
Abstract:

In this paper, the authors give a class of algorithms containing two parameters for nonlinear programming problems with linear constraints by combining the gradient projection with quasi-Newton method. Its global convergence and superlinear rate of convergence are proved under suitable conditions, and some special examples of this algorithm are given, such as the Davidon–Fletcher–Powell projection method, the Broyden–Fletcher–Goldfarb–Shanno projection method and so on.

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