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

Authors

Gao Ziyou

Northern Jiaotong University

Lai Yanlian

Institute of Applied Mathematicsthe Chinese Academy of Sciences

Hu Zongying

Gezhouba Institute of Hydro Electric Engineering

Article

Received:

Revised:

DOI:
10.1007/BF02009559

Cite this article as:

Gao, Z., Lai, Y. & Hu, Z. Acta Mathematicae Applicatae Sinica (1996) 12: 40. doi:10.1007/BF02009559

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.