A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point
- 198 Downloads
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
Unable to display preview. Download preview PDF.
- Bazaraa, M.S. and Shetty, C.M. Nonlinear Programming: Theory and Algorithm. John Wiley & Sons, 1979.Google Scholar
- Gao, Z.Y. and He G.P. A Generalized Gradient Projection Algorithm for Constrained Optimization Problem.Chinese Science Bulletin, 1991, 36(19): 1444–1447 (in Chinese).Google Scholar
- Gao Z.Y., and Yu W. A Generalized Gradient Projection Algorithm with Arbitrary Initial Point for Constrained Optimization Problem.Chinese Science Bulletin, 1992, 37(20): 1832–1836 (in Chinese).Google Scholar
- Lai Y.L. and Wei Z.X. A Globally Convergent Gradient Projection Algorithm with Arbitrary Initial Point.Chinese Science Bulletin, 1990, 35(20): 1536–1539 (in Chinese).Google Scholar
- Gao Z.Y. Robust and Efficient Feasible Direction Algorithm for Constrained Optimization Problem. Proceedings of the Symposium on Applied Mathematics, the Chinese Academy of Sciences, Beijing, 1992, 441–449.Google Scholar