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Convergence Properties of Nonmonotone Spectral Projected Gradient Methods

机译:非单调谱投影梯度方法的收敛性能

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In a recent paper, a nonmonotone spectral projected gradient(SPG) method was introduced by Birgin, Martinez and Raydan for the minimization of differentiabie functions on closed convex sets and extensive presented results showed that this method was very efficient. In this paper, we give a more comprehensive theoretical analysis of the SPG method. In doing so, we remove various boun-dedness conditions that are assumed in existing results, such as boundedness from below of f, boundedness of X_k or existence of accumulation point of {x_k}. If f(·) is uniformly continuous, we establish the convergence theory of this method and prove that the SPG method forces the sequence of projected gradients to zero. Moreover, we show under appropriate conditions that the SPG method has some encouraging convergence properties, such as the global convergence of the sequence of itetates generated by this method and the finite termination etc. Therefore, these results show that the SPG method is attractive in theory.
机译:在最近的一篇论文中,通过Birgin,Martinez和Raydan引入了非单调的光谱预测梯度(SPG)方法,用于最小化闭合凸集上的不同匹配功能和广泛的呈现结果表明,该方法非常有效。在本文中,我们对SPG方法提供了更全面的理论分析。在这样做时,我们删除了在现有结果中假设的各种Boun-Demensness条件,例如来自F的下面的界限,X_K的界限或{X_K}的累积点的存在。如果F(·)均匀连续,我们建立了这种方法的收敛理论,并证明了SPG方法迫使投影梯度序列为零。此外,我们在适当的条件下表明SPG方法具有一些令人鼓舞的会聚特性,例如通过该方法产生的灰度序列的全局收敛性和有限终止等。因此,这些结果表明SPG方法在理论上具有吸引力。

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