Generalized memory gradient projection method for non-linear programming with non-linear equality and in-equality constraints

摘要

In this paper, generalized gradient projection method is modified to solve non-linear programming with nonlinear equality constraints and in-equality constraints. The global convergence properties of the new method are discussed. Combining quasi-Newton method with our new method, quasi-Newton method is modified to solve non-linear programming with non-linear equality constraints and in-equality constraints. The numerical results illustrate that the new methods are effective.