A UNIFIED APPROACH TO THE METHOD OF GRADIENT PROJECTION WITH ARBITRARY INITIAL POINT

Lai Yanlian;Wei Zengxin

Journal of Systems Science & Complexity ›› 1991, Vol. 4 ›› Issue (3) : 215-224.

PDF(477 KB)
PDF(477 KB)
Journal of Systems Science & Complexity ›› 1991, Vol. 4 ›› Issue (3) : 215-224.
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A UNIFIED APPROACH TO THE METHOD OF GRADIENT PROJECTION WITH ARBITRARY INITIAL POINT

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Abstract

In this paper, we present a family of gradient projection method with arbitrary initial point. The formula of search direction in the method is unitary. The convergent conditions of the method are given.When the initial point is feasible, the family of the method contains several known algorithms. When the initial point is infeasible, the method is exactly that given in [6]. Finally, we give a new method which has global convergence property.

Key words

Gradient projection method / arbitrary initial point / penalty function / unified approach / family of meth

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Lai Yanlian , Wei Zengxin. A UNIFIED APPROACH TO THE METHOD OF GRADIENT PROJECTION WITH ARBITRARY INITIAL POINT. Journal of Systems Science and Complexity, 1991, 4(3): 215-224
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