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A NOTE ON THE GRADIENT PROJECTION METHOD WITH EXACT STEPSIZE RULE

A NOTE ON THE GRADIENT PROJECTION METHOD WITH EXACT STEPSIZE RULE

作     者:Naihua Xiu Changyu Wang Lingchen Kong 

作者机构:Department of Applied Mathematics Beijing Jiaotong University Beijing 100044 China Operations Research Center Qufu Teachers' University Qufu 273165 China 

基  金:The research was in part supported by the National Natural Science Foundation of China (70471002,10571106) NCET040098 

出 版 物:《Journal of Computational Mathematics》 (计算数学(英文))

年 卷 期:2007年第25卷第2期

页      码:221-230页

摘      要:In this paper, we give some convergence results on the gradient projection method with exact stepsize rule for solving the minimization problem with convex constraints. Especially, we show that if the objective function is convex and its gradient is Lipschitz continuous, then the whole sequence of iterations produced by this method with bounded exact stepsizes converges to a solution of the concerned problem.

主 题 词:Gradient projection method Exact stepsize rule Full convergence 

学科分类:07[理学] 070102[070102] 0701[理学-数学类] 

核心收录:

D O I:10.2307/43693360

馆 藏 号:203978306...

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