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論文名稱 Title |
梯度投影方法之收斂性分析 Convergece Analysis of the Gradient-Projection Method |
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系所名稱 Department |
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畢業學年期 Year, semester |
語文別 Language |
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學位類別 Degree |
頁數 Number of pages |
21 |
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研究生 Author |
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指導教授 Advisor |
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召集委員 Convenor |
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口試委員 Advisory Committee |
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口試日期 Date of Exam |
2012-06-29 |
繳交日期 Date of Submission |
2012-07-09 |
關鍵字 Keywords |
梯度強單調、可變步長、梯度投影法、最優化條件、單調算子、非擴張映射 variable stepsize, strongly monotone gradient, gradient-projection method, nonexpansive mappingsm, optimality condition, monotone operator |
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統計 Statistics |
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中文摘要 |
考慮有約束條件情況下凸的最小化問題: min_x∈C f(x) 在本篇論文中我們提供梯度投影法來產生序列x^k,根據下列的迭代方法 x^(k+1) = P_c(x^k − α_k∇f(x^k)), k= 0, 1, · · · , 我們基本的想法是將最小化問題轉換成一個固定點的演算法: x^(k+1) = T_(αk)x^k, k = 0, 1, · · · 以此來解決最小化問題. 本篇文章中我們提供了梯度投影法根據不同步長的選擇去討論其解的收斂問題. |
Abstract |
We consider the constrained convex minimization problem: min_x∈C f(x) we will present gradient projection method which generates a sequence x^k according to the formula x^(k+1) = P_c(x^k − α_k∇f(x^k)), k= 0, 1, · · · , our ideal is rewritten the formula as a xed point algorithm: x^(k+1) = T_(αk)x^k, k = 0, 1, · · · is used to solve the minimization problem. In this paper, we present the gradient projection method(GPM) and different choices of the stepsize to discuss the convergence of gradient projection method which converge to a solution of the concerned problem. |
目次 Table of Contents |
Contents `Š i Abstract ii 1 Introduction 1 2 Preliminaries 4 2.1 Nonexpansive mappings . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.2 Monotone operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 2.3 Projections . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4 3 The Gradient-Projection Algorithm And It's Convergence 7 3.1 Variable Stepsize . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7 3.2 Strongly Monotone Gradient . . . . . . . . . . . . . . . . . . . . . . 10 Reference 15 |
參考文獻 References |
[1] E.M. Gafni and D.P. Bertsekas, Two-metric projection methods for constained optimization, SIAM J. Control Optim 22 (1984), 936-964. [2] P.H. Calamai and J.J. More, Projected gradient methods for linearly constained problems, Mathematical Programming 39 (1987), 93-116. [3] E.S. Levitin and B.T. Polyak, Constrained minimization problems , USSR Computationnal Mathematics and Mathematical Phsics 6 (1966), 1-50. [4] B.T. Polyak, Introduction to Optimization," Optimization Software, New York, 1987. [5] A. Ruszczynski, Nonlinear optimization," Princeton University Press, New Jersey, 2006. [6] C.Y. Wang and N.H. Xiu, Convergence of gradient projection methods for generalize convex minimization , Computational Optim. Appl. 16 (2000), 111-120. [7] N.H. Xiu, C.Y. Wang, C.Y. and J.Z. Zhang, Convergence properties of pro- jection and contraction methods for variational inequality problems, Applied Math. Opt. 43 (2001), 147-168. [8] N. Xiu, D. Wang and L. Kong, A note on the gradient projection method with exact stepsize rule, Journal of Computational Mathematics 25 (2007), 221-230. [9] H.K. Xu, Averaged mappings and the gradient-projection algorithm, J. Optim. Theory Appl. 150 (2011), 360-378. |
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