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博碩士論文 etd-0709112-151634 詳細資訊
Title page for etd-0709112-151634
論文名稱
Title
梯度投影方法之收斂性分析
Convergece Analysis of the Gradient-Projection Method
系所名稱
Department
畢業學年期
Year, semester
語文別
Language
學位類別
Degree
頁數
Number of pages
21
研究生
Author
指導教授
Advisor
召集委員
Convenor
口試委員
Advisory Committee
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
統計
Statistics
本論文已被瀏覽 5720 次,被下載 1111
The thesis/dissertation has been browsed 5720 times, has been downloaded 1111 times.
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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