| Article ID: | iaor2000511 |
| Country: | Netherlands |
| Volume: | 87 |
| Issue: | 1 |
| Start Page Number: | 353 |
| End Page Number: | 362 |
| Publication Date: | Apr 1999 |
| Journal: | Annals of Operations Research |
| Authors: | He Guoping, Lai Yanlian, Gao Ziyou |
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.