Rosen's gradient projection with discrete steps (Q922296)
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scientific article; zbMATH DE number 4167869
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rosen's gradient projection with discrete steps |
scientific article; zbMATH DE number 4167869 |
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Rosen's gradient projection with discrete steps (English)
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1990
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The minimization problem under consideration has linear constraints and a continuously differentiable objective function. The descent direction is defined as a projection of a gradient into active constraints. The step size is defined by halving of an interval, but with some specific stopping condition, i.e. the line search is not exact. It is proved that the algorithm converges to a K-T point.
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convergence
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nonexact linear search
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linear constraints
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continuously differentiable objective function
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descent direction
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projection of a gradient
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