初始点任意的一个非线性优化的广义梯度投影法

广义投影算法的优点是避免转轴运算。它成功地给出了线性约束问题、初始点任意的只带非线性不等式约束问题，以及利用辅助规划来处理带等式与不等式约束问题的算法．后者完满地解决了投影算法对于非线性等式约束问题的处理，但要求满足不等式约束的初始点．本文据此利用广义投影与罚函数技巧给出了一个初始点任意的等式与不等式约束问题的算法，省去了求初始解的计算，并保持了上述方法的优点，证明了算法的全局收敛性

A GENERALIZED GRADIENT PROJECTION METHOD WITH INITIAL POINT FOR THE OPTIMIZED PROBLEM WITH NONLINEAR CONSTRAINTS

The generalized gradient projection method has the merit that the pivoting operation is not required.But the method with arbitrary initial point for the optimized problem with nonlinear equality and inequality constraints has not been given.In this paperl we combine generalized projection matrix with penalty function technique to given a method with arbitrary initial point for the optimized problem mentioned above.Because the calculation finding the initial point is omited, thus this method is convenient in practice.