精确步长搜索下的梯度投影算法的收敛性与有限终止性

Convergence and Finite Termination of Gradient Projection Method with Exact Stepsize Rule

研究了精确步长规则下的梯度投影算法,在一定的条件下,证明了迭代点序列的投影梯度趋于零.并分别在弱强极小性和非退化的条件下得到了算法的有限终止性.

The gradient projection method with exact stepsize rule is studied. The projected gradient of the iterative sequence converges to zero under the certain conditions is proved, and the finite termination under the conditions of weak sharp minima and non-degenerate are obtained respectively.