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A GENERALIZED GRADIENT PROJECTION METHOD FOR OPTIMIZATION PROBLEMS WITH EQUALITY AND INEQUALITY CONSTRAINTS ABOUT ARBITRARY INITIAL POINT

A GENERALIZED GRADIENT PROJECTION METHOD FOR OPTIMIZATION PROBLEMS WITH EQUALITY AND INEQUALITY CONSTRAINTS ABOUT ARBITRARY INITIAL POINT
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摘要 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. 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.
出处 《Acta Mathematicae Applicatae Sinica》 SCIE CSCD 1996年第1期39-48,共10页 应用数学学报(英文版)
关键词 Generalized projection matrix arbitrary initial point directional derivative global convergence Generalized projection matrix, arbitrary initial point, directional derivative, global convergence
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