A NEW GRADIENT PROJECTION METHOD AND ITS CONVERGENCE  

A NEW GRADIENT PROJECTION METHOD AND ITS CONVERGENCE

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作  者:时贞军 

机构地区:[1]Institute of Operations research,Qufu Normal University,Qufu,Shangdong 273165,PRC.

出  处:《Numerical Mathematics A Journal of Chinese Universities(English Series)》1995年第1期91-106,共16页

基  金:The subject is supported by Natural Science Foundation of China and Natural Science Foundation of Shandong Province.

摘  要:In this paper, by using a new projection, we construct a variant of Zhang’s algorithm and prove its convergence. Specially, the variant of Zhang’s algorithm has quadratic termination and superlinear convergence rale under certain conditions. Zhang’s algorithm hasn’t these properties.In this paper, by using a new projection, we construct a variant of Zhang's algorithm and prove its convergence. Specially, the variant of Zhang's algorithm has quadratic termination and superlinear convergence rale under certain conditions. Zhang's algorithm hasn't these properties.

关 键 词:linear CONSTRAINED optimization problem GRADIENT PROJECTION method GLOBALCONVERGENCE SUPERLINEAR CONVERGENCE rale. 

分 类 号:O241[理学—计算数学]

 

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