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- Title
A NOTE ON THE GRADIENT PROJECTION METHOD WITH EXACT STEPSIZE RULE.
- Authors
Naihua Xiu; Changyu Wang; Lingchen Kong
- 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.
- Subjects
STOCHASTIC convergence; CONVEX functions; LIPSCHITZ spaces; ITERATIVE methods (Mathematics); MATHEMATICAL functions
- Publication
Journal of Computational Mathematics, 2007, Vol 25, Issue 2, p221
- ISSN
0254-9409
- Publication type
Article