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Global convergence of Rosen's gradient projection method

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Abstract

The convergence of Rosen's gradient method is a long-standing problem in nonlinear programming. Recently, progress has been made by several researchers. In this paper, we completely resolve the problem.

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This author's work was supported in part by AF OSR-86-0078, NSF DMS-86-06225, and NSF of China.

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Du, DZ., Zhang, XS. Global convergence of Rosen's gradient projection method. Mathematical Programming 44, 357–366 (1989). https://doi.org/10.1007/BF01587098

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  • DOI: https://doi.org/10.1007/BF01587098

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