Article ID: | iaor19981935 |
Country: | China |
Volume: | 12 |
Issue: | 1 |
Start Page Number: | 40 |
End Page Number: | 49 |
Publication Date: | Jan 1996 |
Journal: | Acta Mathematicae Applicanda Sinica |
Authors: | Gao Z.Y., Lai Y.L., Hu Z.Y. |
In this paper, the authors 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 the algorithm is very simple; (4) under some mild assumptions it has global convergence.