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ON A NEW GRADIENT PROJECTION METHOD

ON A NEW GRADIENT PROJECTION METHOD
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摘要 In 1983,Du and Sun gave an algorithm which possesses superiorities of both Rosen’sgradient projection method and Wolfe’s reduced gradient method.However,in order to have theprovable global convergence,the algorithm includes an ε-procedure as one of its parts.In this paper,we delete such a part and prove a convergence theorem. In 1983,Du and Sun gave an algorithm which possesses superiorities of both Rosen'sgradient projection method and Wolfe's reduced gradient method.However,in order to have theprovable global convergence,the algorithm includes an ε-procedure as one of its parts.In this paper,we delete such a part and prove a convergence theorem.
出处 《Systems Science and Mathematical Sciences》 SCIE EI CSCD 1989年第2期184-192,共9页
基金 The work was supported in part by National Natural Science Foundation of China
关键词 GRADIENT PROJECTION Global CONVERGENCE Line SEARCH PROCEDURE CONSTRAINED optimization problem Gradient projection Global convergence Line search procedure Constrained optimization problem
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