A new <Emphasis Type="Italic">?</Emphasis>-generalized projection method of strongly sub-feasible directions for inequality constrained optimization |
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Authors: | Jinbao Jian Guodong Ma Chuanhao Guo |
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Institution: | 1.College of Mathematics and Information Science,Guangxi University,Nanning,China;2.Department of Mathematics and Computer Science,Yulin Normal University,Yulin,China;3.College of Science,Shanghai University,Shanghai,China |
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Abstract: | In this paper, the nonlinear optimization problems with inequality constraints are discussed. Combining the ideas of the strongly
sub-feasible directions method and the ɛ-generalized projection technique, a new algorithm starting with an arbitrary initial iteration point for the discussed problems
is presented. At each iteration, the search direction is generated by a new ɛ-generalized projection explicit formula, and the step length is yielded by a new Armijo line search. Under some necessary
assumptions, not only the algorithm possesses global and strong convergence, but also the iterative points always get into
the feasible set after finite iterations. Finally, some preliminary numerical results are reported. |
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Keywords: | |
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