Abstract
In this paper, we provide a new generalized gradient projection algorithm for nonlinear programming problems with linear constraints. This algorithm has simple structure and is very practical and stable. Under the weaker assumptions, we have proved the global convergence of our algorithm.
This is a preview of subscription content, log in via an institution to check access.
Similar content being viewed by others
References
Du, D. Z. and Sun, J., A New gradient projection method, Math. Numer. Smtca,6:4(1984),378–386.
Gao, Z. Y., and He, G. P., A generalized gradient projection algorithm for constrained optimization problems, Kexue Tongbao, 36:19(1991),1444–1447.
Rosen, J. B., The gradient projection method for nonlinear programming, I. Linear Constraints, J. Soc. Indust. Appl.Math., 8(1960),181–217.
Wu, F., A super-linear convergent gradient projection type algorithm for linearly constrainted problems, European Journal of Operational Research, 16(1984),334–344
Zhang, X. S., An improved Rosen-Polak method, Acta Mathematicac Applagatae Sinica, 2:3 (1979), 257–267(in Chinese).
Zeng, Q. G., A new superlinearly convergent algorithm, J. Sys. Sci. & Math. Scis., 13:2(1993), 190–192(in Chinese).
Author information
Authors and Affiliations
Rights and permissions
About this article
Cite this article
Qingguang, Z. A new generalized gradient projection type algorithm for linearly constrained problems. Appl. Math. Chin. Univ. 12, 117–125 (1997). https://doi.org/10.1007/s11766-997-0013-z
Received:
Revised:
Issue Date:
DOI: https://doi.org/10.1007/s11766-997-0013-z