Remarks on the convergence of Rosen's gradient projection method (Q578857): Difference between revisions

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The convergence of Rosen's gradient projection method is a long-standing problem in nonlinear programming. Recently, \textit{X. Zhang} [Acta Math. Appl. Sin. 8, 125-128 (1985; Zbl 0566.90077)] proved that it is convergent in the 3-dimensional space; the author and \textit{X. Zhang} [A convergence theorem for Rosen's gradient projection method. MSRI Technical Report 02518-86 (1986)] proved its convergence in n-dimensional space under a restriction on a parameter in Rosen's method. In this paper, we propose a linearly algebraic conjecture which can yield the convergence of Rosen's method without the restriction. By verifying this conjecture for some special cases, we prove that Rosen's method is convergent in 4-dimensional space.
Property / review text: The convergence of Rosen's gradient projection method is a long-standing problem in nonlinear programming. Recently, \textit{X. Zhang} [Acta Math. Appl. Sin. 8, 125-128 (1985; Zbl 0566.90077)] proved that it is convergent in the 3-dimensional space; the author and \textit{X. Zhang} [A convergence theorem for Rosen's gradient projection method. MSRI Technical Report 02518-86 (1986)] proved its convergence in n-dimensional space under a restriction on a parameter in Rosen's method. In this paper, we propose a linearly algebraic conjecture which can yield the convergence of Rosen's method without the restriction. By verifying this conjecture for some special cases, we prove that Rosen's method is convergent in 4-dimensional space. / rank
 
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Property / Mathematics Subject Classification ID: 65K05 / rank
 
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Property / Mathematics Subject Classification ID: 90C30 / rank
 
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Property / zbMATH DE Number: 4013888 / rank
 
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Rosen's gradient projection method
Property / zbMATH Keywords: Rosen's gradient projection method / rank
 
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convergence
Property / zbMATH Keywords: convergence / rank
 
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Remarks on the convergence of Rosen's gradient projection method
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    Remarks on the convergence of Rosen's gradient projection method (English)
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    1987
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    The convergence of Rosen's gradient projection method is a long-standing problem in nonlinear programming. Recently, \textit{X. Zhang} [Acta Math. Appl. Sin. 8, 125-128 (1985; Zbl 0566.90077)] proved that it is convergent in the 3-dimensional space; the author and \textit{X. Zhang} [A convergence theorem for Rosen's gradient projection method. MSRI Technical Report 02518-86 (1986)] proved its convergence in n-dimensional space under a restriction on a parameter in Rosen's method. In this paper, we propose a linearly algebraic conjecture which can yield the convergence of Rosen's method without the restriction. By verifying this conjecture for some special cases, we prove that Rosen's method is convergent in 4-dimensional space.
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    Rosen's gradient projection method
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    convergence
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