A NEW e-GENERALIZED PROJECTION METHOD OF STRONGLY SUB-FEASIBLE DIRECTIONS FOR INEQUALITY CONSTRAINED OPTIMIZATION

In this paper, the nonlinear optimization problems with inequality constraints are discussed. Combining the ideas of the strongly sub-feasible directions method and the s-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 s-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.