A class of superlinearly convergent projection algorithms with relaxed stepsizes

DOI10.1007/BF01449032zbMath0563.65041MaRDI QIDQ1057626

Berc Rustem

Publication date: 1984

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

zbMATH Keywords

constrained optimizationsuperlinear convergencequasi-Newtonquadratic subproblemGoldstein-Levitin-Polyak projected gradient algorithmrelaxed stepsizes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (9)

A projected Newton method in a Cartesian product of balls ⋮ A projected Newton method for minimization problems with nonlinear inequality constraints ⋮ A Family of Supermemory Gradient Projection Methods for Constrained Optimization ⋮ Variable metric gradient projection processes in convex feasible sets defined by nonlinear inequalities ⋮ An Extension of the Projected Gradient Method to a Banach Space Setting with Application in Structural Topology Optimization ⋮ Global convergence of a modified gradient projection method for convex constrained problems ⋮ Decreasing the sensitivity of open-loop optimal solutions in decision making under uncertainty ⋮ On the convergence of projected gradient processes to singular critical points ⋮ Equality and inequality constrained optimization algorithms with convergent stepsizes

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Projection methods in constrained optimisation and applications to optimal policy decisions
• A feasible direction algorithm for convex optimization: Global convergence rates
• Newton’s Method and the Goldstein Step-Length Rule for Constrained Minimization Problems
• Global and Asymptotic Convergence Rate Estimates for a Class of Projected Gradient Processes
• On the Local Convergence of Quasi-Newton Methods for Constrained Optimization
• On the Goldstein-Levitin-Polyak gradient projection method
• Quasi-Newton Methods, Motivation and Theory
• Superlinearly convergent variable metric algorithms for general nonlinear programming problems
• Rates of Convergence for Conditional Gradient Algorithms Near Singular and Nonsingular Extremals
• Projected Newton Methods for Optimization Problems with Simple Constraints
• Convex programming in Hilbert space
• The Gradient Projection Method under Mild Differentiability Conditions

This page was built for publication: A class of superlinearly convergent projection algorithms with relaxed stepsizes