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 
    • Northern Jiaotong University
  • Lai Yanlian 
    • Institute of Applied Mathematicsthe Chinese Academy of Sciences
  • Hu Zongying 
    • Gezhouba Institute of Hydro Electric Engineering

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


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 matrixarbitrary initial pointdirectional derivativeglobal convergence
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© Science Press, Beijing, China and Allerton Press, Inc. New York, U.S.A. 1996