Article

Acta Mathematicae Applicatae Sinica

, Volume 12, Issue 1, pp 40-49

A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point

  • Gao Ziyou Affiliated withNorthern Jiaotong University
  • , Lai Yanlian Affiliated withInstitute of Applied Mathematics, the Chinese Academy of Sciences
  • , Hu Zongying Affiliated withGezhouba Institute of Hydro Electric Engineering

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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.

Key words

Generalized projection matrix arbitrary initial point directional derivative global convergence