A family of gradient projection methods (Q578856): Difference between revisions
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English | A family of gradient projection methods |
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A family of gradient projection methods (English)
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1985
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We give a family of gradient projection methods with three parameters and their convergence properties. This family includes \textit{J. B. Rosen}'s gradient projection method [J. Soc. Industr. Appl. Math. 8, 181-217 (1960; (Zbl 0099.364)], \textit{P. Wolfe}'s reduced gradient method [Recent Advances Math. Program., 67-86 (1963; Zbl 0225.90042)], and \textit{W. I. Zangwill}'s convex simplex method [Management Sci., Theory 16, 1-13 (1969; Zbl 0191.491)] as its special cases.
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gradient projection methods
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convergence
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convex simplex method
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