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 


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 


Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

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

Personalised recommendations