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Acta Mathematicae Applicatae Sinica
, Volume 12, Issue 1, pp 4049
First online:
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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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 Title
 A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point
 Journal

Acta Mathematicae Applicatae Sinica
Volume 12, Issue 1 , pp 4049
 Cover Date
 199601
 DOI
 10.1007/BF02009559
 Print ISSN
 01689673
 Online ISSN
 16183932
 Publisher
 SpringerVerlag
 Additional Links
 Topics
 Keywords

 Generalized projection matrix
 arbitrary initial point
 directional derivative
 global convergence
 Authors

 Ziyou Gao ^{(1)}
 Yanlian Lai ^{(2)}
 Zongying Hu ^{(3)}
 Author Affiliations

 1. Northern Jiaotong University, 100044, Beijing, China
 2. Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080, Beijing, China
 3. Gezhouba Institute of Hydro Electric Engineering, 443002, Yichang, China