Rosen梯度投影法及其整体收敛性证明

ROSEN、GRADIENT PROJECTION METHOD AND A PROOF OF ITS GLOBAL CONVERGENCE

本文拓广了J.B.Rosen关于线性约束下的极大化问题的梯度投影法中的控制参数列。并在此较弱的条件下,对于任意给定的正的控制参数列{C^k},证明了Rosen方法在n维情况下的整体收敛性。

In this paper, an extension of the control parameter for Rosen's gradient projection method of maximization problem with linear constraints is presented. Under the weaker assumptions,a proof ofglobal convergence for Rosen's method with any positive control parameter sequence{c^K} is given.