Curvilinear projection developments

Abstract

Gradient projection is a powerful algorithm for minimization of a function subject to constraints. Constraint nonlinearities hamper projection computations. The constraints must then be restored before another projection cycle. The restoration steps taken in the process of following nonlinear constraint surfaces can be used as a guide to the construction of a curve which more nearly follows the constraints than does the straight line in the projected gradient direction. This scheme, termed 'curvilinear projection', was explored in earlier research. The study presently reported carries out some computational experiments using a related version of the technique. Some other details of projection computations which turn out to be practically important are taken up: rules for updating the variable metric in projection when early termination of the one-dimensional search on constraint violation occurs, and active-constraint logic for screening inequalities that makes use of the Kuhn-Tucker necessary conditions.