| In this paper, a class of optimization problems with equality and inequality constraints is discussed. Firstly, the original problem is transformed into an associated simpler problem with a penalty term and only inequality constraints, then a strongly sub-feasible algorithm is presented. At each iteration of the proposed algorithm, the search direction is generated by only one simple explicit formula of generalized projection. Under some mild assumptions, the globally and the strongly convergent properties are obtained. Another important feature of the proposed algorithm is that the iteration points can enter into the feasible region of the equivalent problem after finite iterations. Finally, some preliminary numerical results are reported. |
|
