A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point
- Cite this article as:
- Gao, Z., Lai, Y. & Hu, Z. Acta Mathematicae Applicatae Sinica (1996) 12: 40. doi:10.1007/BF02009559
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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.