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 
  • Lai Yanlian 
  • Hu Zongying 
Article

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.

Key words

Generalized projection matrix arbitrary initial point directional derivative global convergence 

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Copyright information

© Science Press, Beijing, China and Allerton Press, Inc. New York, U.S.A. 1996

Authors and Affiliations

  • Gao Ziyou 
    • 1
  • Lai Yanlian 
    • 2
  • Hu Zongying 
    • 3
  1. 1.Northern Jiaotong UniversityBeijingChina
  2. 2.Institute of Applied Mathematicsthe Chinese Academy of SciencesBeijingChina
  3. 3.Gezhouba Institute of Hydro Electric EngineeringYichangChina

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