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A NOTE ON THE GRADIENT PROJECTION METHOD WITH EXACT STEPSIZE RULE 被引量:1

A NOTE ON THE GRADIENT PROJECTION METHOD WITH EXACT STEPSIZE RULE
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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. 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.
出处 《Journal of Computational Mathematics》 SCIE EI CSCD 2007年第2期221-230,共10页 计算数学(英文)
基金 The research was in part supported by the National Natural Science Foundation of China (70471002,10571106) NCET040098.
关键词 Gradient projection method Exact stepsize rule Full convergence Gradient projection method, Exact stepsize rule, Full convergence
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