The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints

DOI10.1137/0108011zbMath0099.36405OpenAlexW2143101939MaRDI QIDQ3280554

J. Ben Rosen

Publication date: 1960

Published in: Journal of the Society for Industrial and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0108011

zbMATH Keywords

applications of probability theory and statistics

Related Items (only showing first 100 items - show all)

A method combining genetic algorithm with simultaneous perturbation stochastic approximation for linearly constrained stochastic optimization problems ⋮ An exact penalty function based on the projection matrix ⋮ A feasible descent cone method for linearly constrained minimization problems ⋮ Interactive solutions for the linear multiobjective transportation problem ⋮ Stable barrier-projection and barrier-Newton methods in linear programming ⋮ A computational study of path-based methods for optimal traffic assignment with both inelastic and elastic demand ⋮ Maximin efficiency-robust tests and some extensions ⋮ Improving feasible directions for a class of nondifferentiable functions ⋮ Partial spectral projected gradient method with active-set strategy for linearly constrained optimization ⋮ Local convergence of an inexact-restoration method and numerical experiments ⋮ A new generalized gradient projection type algorithm for linearly constrained problems ⋮ Properties of the sequential gradient-restoration algorithm (SGRA). I: Introduction and comparison with related methods ⋮ Properties of the sequential gradient-restoration algorithm (SGRA). II: Convergence analysis ⋮ Projection gradient method for energy functional minimization with a constraint and its application to computing the ground state of spin-orbit-coupled Bose-Einstein condensates ⋮ \(\epsilon\)-subgradient projection algorithm ⋮ A projected preconditioned conjugate gradient algorithm for computing many extreme eigenpairs of a Hermitian matrix ⋮ Two-stage strategy for simultaneous slewing and vibration suppression of flexible structures ⋮ Topology optimization of shell structures using adaptive inner-front (AIF) level set method ⋮ Spline-based sieve maximum likelihood estimation in the partly linear model under monotonicity constraints ⋮ User-satisfaction based bandwidth allocation for transmission of multiple sources of human perceptual data ⋮ A conjugate Rosen's gradient projection method with global line search for piecewise linear concave optimization ⋮ Minmax combinatorial optimization ⋮ Finitely convergent \(\varepsilon\)-generalized projection algorithm for nonlinear systems ⋮ Partitioning procedures for solving mixed-variables programming problems ⋮ Two-phase model algorithm with global convergence for nonlinear programming ⋮ Distance majorization and its applications ⋮ Spline-based sieve estimation in monotone constrained varying-coefficient partially linear EV model ⋮ Feasible direction method for large-scale nonconvex programs: Decomposition approach ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ Gradient-type methods: a unified perspective in computer science and numerical analysis ⋮ Optimization of stochastic simulation models ⋮ Algoritmo risolutivo per una classe particolare di problemi di minimo vincolato ⋮ Fast projections onto mixed-norm balls with applications ⋮ A revised particle swarm optimization based discrete Lagrange multipliers method for nonlinear programming problems ⋮ Constrained optimization along geodesics ⋮ The genesis and early developments of Aitken's process, Shanks' transformation, the \(\varepsilon\)-algorithm, and related fixed point methods ⋮ On Rosen's gradient projection methods ⋮ A new \(\varepsilon \)-generalized projection method of strongly sub-feasible directions for inequality constrained optimization ⋮ A subgradient projection algorithm ⋮ Jointly constrained bilinear programs and related problems: An overview ⋮ Numerical study of some feasible direction methods in mathematical programming ⋮ Proximal methods for the latent group lasso penalty ⋮ A unified algorithm for mixed \(l_{2,p}\)-minimizations and its application in feature selection ⋮ Rosen's gradient projection with discrete steps ⋮ Optimal decentralized control of dynamic systems ⋮ Extension of modified Polak-Ribière-Polyak conjugate gradient method to linear equality constraints minimization problems ⋮ A Gauss-Seidel like algorithm to solve frictional contact problems ⋮ Contact problem and numeric method of a planetary drive with small teeth number difference ⋮ Inexact-restoration algorithm for constrained optimization ⋮ On the linear convergence of the approximate proximal splitting method for non-smooth convex optimization ⋮ Vertex assigned morphing for parameter free shape optimization of 3-dimensional solid structures ⋮ The generalized simplex method ⋮ A generalized gradient projection method based on a new working set for minimax optimization problems with inequality constraints ⋮ Effect of addendum on contact strength, bending strength and basic performance parameters of a pair of spur gears ⋮ Generalized bilinear programming. I: Models, applications and linear programming relaxation ⋮ An interactive multi-objective gradient search ⋮ A numerically stable dual method for solving strictly convex quadratic programs ⋮ Modification of Karmarkar's projective scaling algorithm ⋮ An interior-point method for solving box-constrained underdetermined nonlinear systems ⋮ A nonmetric variety of linear factor analysis ⋮ Decentralized optimization for distributed-lag models of discrete systems ⋮ One-at-a-time dynamic programming over polytope ⋮ Chebyshev approximation by H-polynomials: A numerical method ⋮ A family of gradient projection methods ⋮ Remarks on the convergence of Rosen's gradient projection method ⋮ Discussion on the convergence of Rosen's gradient projection method ⋮ Minimization methods with constraints ⋮ The steepest descent gravitational method for linear programming ⋮ Recursive interpolation, extrapolation and projection ⋮ Optimal packing of material flow on conveyor belts ⋮ The prerestorative step in the sequential gradient-restoration algorithm for mathematical programming problems with inequality constraints ⋮ On the optimization of constrained functions: Comparison of sequential gradient-restoration algorithm and gradient-projection algorithm ⋮ Partially monotone tensor spline estimation of the joint distribution function with bivariate current status data ⋮ A projection gradient method for computing ground state of spin-2 Bose-Einstein condensates ⋮ An optimization framework of biological dynamical systems ⋮ Implementation of gradient methods by tangential discretization ⋮ The ``Light Beam Search approach. -- An overview of methodology and applications ⋮ An optimal linear estimation approach to solve systems of linear algebraic equations ⋮ Conditional subgradient optimization -- theory and applications ⋮ A unified approach to the feasible point method type for nonlinear programming with linear constraints under degeneracy and the convergence properties ⋮ Deriving Karmarkar's LP algorithm using angular projection matrix ⋮ Nonnegative matrix factorization of a correlation matrix ⋮ Scheduling of power generation via large-scale nonlinear optimization ⋮ Global convergence of Rosen's gradient projection method ⋮ Stability and bounds for nonlinear systems of difference and differential equations ⋮ Nonwastefulness of interior iterative procedures ⋮ A robust superlinearly convergent algorithm for linearly constrained optimization problems under degeneracy ⋮ A class of direct methods for linear systems ⋮ Numeric computation of the projection of a point onto a polyhedron ⋮ Source-oriented adaptive beamforming ⋮ An approximation-concepts approach to shape optimal design ⋮ Solving a system of infinitely many fuzzy inequalities with piecewise linear membership functions ⋮ Optimal control for nonlinear systems calculated with small computers ⋮ Subgradient projection algorithm. II ⋮ A finite algorithm for finding the projection of a point onto the canonical simplex of \({\mathbb R}^ n\) ⋮ Multiperiod production planning with demand and cost fluctuation ⋮ Satisfactory solutions approach to parameter optimization of dynamic systems with vector performance index ⋮ Direct methods for the solution of linear systems ⋮ An interior feasible direction method with constraint projections for linear programming ⋮ Intelligent gradient search in linear programming

This page was built for publication: The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints