The Gradient Projection Method and Curry's Theorem.
Abstract
Consider the sequence obtained by applying the gradient projection method to the problem of minimizing a continuously differentiable functional over a closed convex subset of a real Hilbert space. In this paper it is shown that if the subset is a regular subset, which includes polyhedral subsets, or the positive cone of an orthogonal set, then any cluster point of this sequence must be a constrained stationary point. These results generalize a well-known theorem, due to Curry, for unconstrained minimization in Euclidean space. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jun 01, 1970
- Accession Number
- AD0728447
Entities
People
- G. P. Mccormick
- R. A. Tapia
Organizations
- University of Wisconsin–Madison