A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point
Northern Jiaotong University
Institute of Applied Mathematicsthe Chinese Academy of Sciences
Gezhouba Institute of Hydro Electric Engineering
Cite this article as:
Gao, Z., Lai, Y. & Hu, Z. Acta Mathematicae Applicatae Sinica (1996) 12: 40. doi:10.1007/BF02009559
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.