✦ LIBER ✦

Nonlinear programming the choice of direction by gradient projection

✍ Scribed by Philip B. Zwart

Publisher: John Wiley and Sons
Year: 1970
Tongue: English
Weight: 408 KB
Volume: 17
Category: Article
ISSN: 0894-069X
DOI: 10.1002/nav.3800170403

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✦ Synopsis

Abstract

Rosen's method of Gradient Projection chooses a search direction which is not necessarily the direction of steepest ascent. However, the projection of the gradient onto a “suitably chosen subspace” does yield the direction of steepest ascent. The suitable choice is easily recognized as a result of some theorems relating gradient projection to steepest ascent. These results lead to a modification of Rosen's method. The modification improves the choice of search direction and usually yields the steepest ascent direction without solving a quadratic programming problem.

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