Convergence of the gradient projection method for generalized convex minimization
文献类型：期刊论文
| 作者 | Wang, CY; Xiu, NH |
| 刊名 | COMPUTATIONAL OPTIMIZATION AND APPLICATIONS
 |
| 出版日期 | 2000-07-01 |
| 卷号 | 16期号:2页码:111-120 |
| 关键词 | generalized convex minimization gradient projection method global convergence |
| ISSN号 | 0926-6003 |
| 英文摘要 | This paper develops convergence theory of the gradient projection method by Calamai and More (Math. Programming, vol. 39, 93-116, 1987) which, for minimizing a continuously differentiable optimization problem min{f(x) : x is an element of Ohm} where Ohm is a nonempty closed convex set, generates a sequence x(k+1) = P(x(k) - alpha(k) del f(x(k))) where the stepsize alpha(k) > 0 is chosen suitably. It is shown that, when f(x) is a pseudo-convex (quasi-convex) function, this method has strong convergence results: either x(k) --> x* and x* is a minimizer (stationary point); or parallel to x(k)parallel to --> infinity arg min{f(x) : x is an element of Ohm} = empty set, and f(x(k)) down arrow inf{f(x) : x is an element of Ohm}. |
| WOS研究方向 | Operations Research & Management Science ; Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:000088618700001 |
| 出版者 | KLUWER ACADEMIC PUBL |
| 源URL | [http://ir.amss.ac.cn/handle/2S8OKBNM/15047]  |
| 专题 | 中国科学院数学与系统科学研究院 |
| 通讯作者 | Wang, CY |
| 作者单位 | 1.Acad Sinica, Inst Appl Math, Beijing 100080, Peoples R China 2.Qufu Teachers Univ, Ctr Operat Res, Qufu, Peoples R China 3.Dalian Univ Technol, Dept Appl Math, Dalian 116024, Peoples R China 4.No Jiaotong Univ, Dept Appl Math, Beijing 100044, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, CY,Xiu, NH. Convergence of the gradient projection method for generalized convex minimization[J]. COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,2000,16(2):111-120. |
| APA | Wang, CY,&Xiu, NH.(2000).Convergence of the gradient projection method for generalized convex minimization.COMPUTATIONAL OPTIMIZATION AND APPLICATIONS,16(2),111-120. |
| MLA | Wang, CY,et al."Convergence of the gradient projection method for generalized convex minimization".COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 16.2(2000):111-120. |
入库方式： OAI收割
来源：数学与系统科学研究院
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