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A Note on the Gradient Projection Method with Exact Stepsize Rule

A Note on the Gradient Projection Method with Exact Stepsize Rule

Year:    2007

Journal of Computational Mathematics, Vol. 25 (2007), Iss. 2 : pp. 221–230

Abstract

In this paper, we give some convergence results on the gradient projection method with exact stepsize rule for solving the minimization problem with convex constraints. Especially, we show that if the objective function is convex and its gradient is Lipschitz continuous, then the whole sequence of iterations produced by this method with bounded exact stepsizes converges to a solution of the concerned problem.

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Journal Article Details

Publisher Name:    Global Science Press

Language:    English

DOI:    https://doi.org/2007-JCM-8687

Journal of Computational Mathematics, Vol. 25 (2007), Iss. 2 : pp. 221–230

Published online:    2007-01

AMS Subject Headings:   

Copyright:    COPYRIGHT: © Global Science Press

Pages:    10

Keywords:    Gradient projection method Exact stepsize rule Full convergence.