A conjugate projection gradient algorithm for nonlinear constrained optimization. (Chinese. English summary) Zbl 1174.90836
Summary: A conjugate gradient projection method for nonlinear equality and inequality constrained optimization problems is proposed combining with the method of penalty function and its global convergence proved under suitable assumptions. Superlinear convergence of the iteration could also be guaranteed because of using second derivatives of function message. Some numerical experiment results show that the given method is efficient.