约束优化问题的修正GLP梯度投影算法的收敛性(英文)

Global Convergence of a Modified GLP Gradient Projection Method

利用GLP投影技术,对凸集约束的非线性规划问题构造了一个修正GLP梯度投影算法,并在广义Armijo步长搜索和去掉迭代点列有界的条件下,给出了算法的全局收敛性证明。

The gradient projection method by Calamai and Mor(e)′ is modified to develop the convergence rate of the gradient projection method for minimizing a continuously differentiable optimization problem min｛f(x):x∈Ω｝, where ΩR^n is a nonempty closed convex set. The convergence of the new method is analyzed without assuming that the sequence ｛x^k｝ of iterates is bounded