A convergence theorem of Rosen’s gradient projection method

DOI10.1007/BF02592021zbMath0626.90077MaRDI QIDQ3030593

Ding-Zhu Du, Xiang-Sun Zhang

Publication date: 1986

Published in: Mathematical Programming (Search for Journal in Brave)

zbMATH Keywords

global convergenceconvergence theoremRosen's gradient projection method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (7)

A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems ⋮ A feasible descent cone method for linearly constrained minimization problems ⋮ A novel projected Fletcher‐Reeves conjugate gradient approach for finite‐time optimal robust controller of linear constraints optimization problem: Application to bipedal walking robots ⋮ On Rosen's gradient projection methods ⋮ Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems ⋮ A unified approach to the feasible point method type for nonlinear programming with linear constraints under degeneracy and the convergence properties ⋮ Global convergence of Rosen's gradient projection method

Cites Work

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• Sufficient conditions for the convergence of monotonic mathematical programming algorithms
• Extensions of the continuity of point-to-set maps: Applications to fixed point algorithms
• The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints
• Optimization algorithms and point-to-set-maps
• Extension of Davidon’s Variable Metric Method to Maximization Under Linear Inequality and Equality Constraints
• Convergence Conditions for Nonlinear Programming Algorithms
• The Validity of a Family of Optimization Methods
• The Gradient Projection Method for Nonlinear Programming. Part II. Nonlinear Constraints

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