Abstract
In this paper, we give a new generalized gradient projection algorithm for nonlinear optimization problems with arbitrary initial point. This new algorithm has some important advantages as follows: (1) The algorithm does not require initial feasible point; (2) It can deal with nonlinear equality and inequality constraints problems; (3) The structure of our algorithm is very simple; (4) Under some mild assumptions, it has global convergence.
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This work is supported by the National Natural Science Foundation of China.
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Gao, Z., Lai, Y. & Hu, Z. A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point. Acta Mathematicae Applicatae Sinica 12, 40–49 (1996). https://doi.org/10.1007/BF02009559
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DOI: https://doi.org/10.1007/BF02009559