- About this Journal ·
- Abstracting and Indexing ·
- Aims and Scope ·
- Annual Issues ·
- Article Processing Charges ·
- Author Guidelines ·
- Bibliographic Information ·
- Citations to this Journal ·
- Contact Information ·
- Editorial Board ·
- Editorial Workflow ·
- Free eTOC Alerts ·
- Publication Ethics ·
- Recently Accepted Articles ·
- Reviewers Acknowledgment ·
- Submit a Manuscript ·
- Subscription Information ·
- Table of Contents
Journal of Applied Mathematics
Volume 2013 (2013), Article ID 854890, 6 pages
A Generalized Gradient Projection Filter Algorithm for Inequality Constrained Optimization
1Department of Mathematics, East China University of Science and Technology, Shanghai 200237, China
2China UnionPay Merchant Services Co., Ltd., Shanghai 200135, China
Received 27 May 2013; Revised 22 August 2013; Accepted 5 September 2013
Academic Editor: Igor Andrianov
Copyright © 2013 Wei Wang et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
- R. Fletcher and S. Leyffer, “Nonlinear programming without a penalty function,” Mathematical Programming, vol. 91, no. 2, pp. 239–269, 2002.
- R. Fletcher, S. Leyffer, and P. L. Toint, “On the global convergence of a filter-SQP algorithm,” SIAM Journal on Optimization, vol. 13, no. 1, pp. 44–59, 2002.
- R. Fletcher, N. I. M. Gould, S. Leyffer, P. L. Toint, and A. Wächter, “Global convergence of a trust-region SQP-filter algorithm for general nonlinear programming,” SIAM Journal on Optimization, vol. 13, no. 3, pp. 635–659, 2002.
- C. C. Gonzaga, E. Karas, and M. Vanti, “A globally convergent filter method for nonlinear programming,” SIAM Journal on Optimization, vol. 14, no. 3, pp. 646–669, 2003.
- A. Wächter and L. T. Biegler, “Line search filter methods for nonlinear programming: motivation and global convergence,” SIAM Journal on Optimization, vol. 16, no. 1, pp. 1–31, 2005.
- A. Wächter and L. T. Biegler, “Line search filter methods for nonlinear programming: local convergence,” SIAM Journal on Optimization, vol. 16, no. 1, pp. 32–48, 2005.
- C. M. Chin, “A global convergence theory of a filter line search method for nonlinear programming,” Numerical Optimization Report, 2002.
- K. Su, “A globally and superlinearly convergent modified SQP-filter method,” Journal of Global Optimization, vol. 41, no. 2, pp. 203–217, 2008.
- W. Wang, L.-S. Zhang, and Y.-F. Xu, “A revised conjugate gradient projection algorithm for inequality constrained optimizations,” Journal of Computational Mathematics, vol. 23, no. 2, pp. 217–224, 2005.
- C. A. Floudas, P. M. Pardalos, C. S. Adjiman et al., Handbook of Test Problems in Local and Global Optimization, vol. 33, Kluwer Academic Publishers, Dordrecht, The Netherlands, 1999.
- K. Schittkowski, More Test Examples for Nonlinear Programming Codes, vol. 282, Springer, Berlin, Germany, 1987.