A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point
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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 wordsGeneralized projection matrix arbitrary initial point directional derivative global convergence
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