ON A NEW GRADIENT PROJECTION METHOD
堵丁柱, 章祥荪
Abstract
堵丁柱, 章祥荪
Abstract
In 1983,Du and Sun gave an algorithm which possesses superiorities of both Rosen’sgradient projection method and Wolfe’s reduced gradient method.However,in order to have theprovable global convergence,the algorithm includes an e-procedure as one of its parts.In this paper,we delete such a part and prove a convergence theorem.
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In 1983,Du and Sun gave an algorithm which possesses superiorities of both Rosen’sgradient projection method and Wolfe’s reduced gradient method.However,in order to have theprovable global convergence,the algorithm includes an e-procedure as one of its parts.In this paper,we delete such a part and prove a convergence theorem.
Key concepts: Convergence (economics), Projection (relational algebra), Mathematics, Applied mathematics, Projection method, Order (exchange), Algorithm, Computer science