| A GENERALIZED GRADIENT PROJECTION METHOD FOR OPTIMIZATION PROBLEMS WITH EQUALITY AND INEQUALITY CONSTRAINTS ABOUT ARBITRARY INITIAL POINT |
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| 引用本文： | 高自友,赖炎连,胡宗英.A GENERALIZED GRADIENT PROJECTION METHOD FOR OPTIMIZATION PROBLEMS WITH EQUALITY AND INEQUALITY CONSTRAINTS ABOUT ARBITRARY INITIAL POINT[J].应用数学学报(英文版),1996,12(1):40-49. |
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| 作者姓名： | 高自友 赖炎连 胡宗英 |
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| 作者单位： | GAO ZIYOU (Northern Jiaotong University，Beijing 100044，China)LAI YANLIAN(Institute of Applied Mathematics，the Chinese Academy of Sciences，Beijing 100080，China)HU ZONGYING (Gezhouba Institute of Hydro Electric Engineering，Yichang 443002，China) |
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| 摘 要： | ＧＡＯＺＩＹＯＵ（高自友）（ＮｏｒｔｈｅｒｎＪｉａｏｔｏｎｇＵｎｉｖｅｒｓｉｔｙ，Ｂｅｉｊｉｎｇ１０００４４，Ｃｈｉｎａ）ＬＡＩＹＡＮＬＩＡＮ（赖炎连）（ＩｎｓｔｉｔｕｔｅｏｆＡｐｐｌｉｅｄＭａｔｈｅｍａｔｉｃｓ，ｔｈｅＣｈｉｎｅｓｅＡｃａｄｅｍｙｏ...
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| 收稿时间： | 12 September 1992 |
A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point |
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| Ziyou Gao,Yanlian Lai,Zongying Hu.A generalized gradient projection method for optimization problems with equality and inequality constraints about arbitrary initial point[J].Acta Mathematicae Applicatae Sinica,1996,12(1):40-49. |
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| Authors: | Ziyou Gao Yanlian Lai Zongying Hu |
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| Institution: | (1) Northern Jiaotong University, 100044 Beijing, China;(2) Institute of Applied Mathematics, the Chinese Academy of Sciences, 100080 Beijing, China;(3) Gezhouba Institute of Hydro Electric Engineering, 443002 Yichang, China |
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| Abstract: | 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. |
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| Keywords: | Generalized projection matrix arbitrary initial point directional derivative global convergence |
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