An essential ingredient of our algorithms for solving QP and QCQP problems is the Euclidean projection on the convex set defined by separable convex constraints. Bound, spheric, and elliptic constraints are considered. Here, we provide nontrivial bounds on the decrease of f along the projected-gradient path in terms of bounds on the spectrum of its Hessian matrix \({\mathsf {A}}\) . These results allow for the effective combination of gradient projection with the conjugate gradient method.

错误:搜索内容不能为空,请输入英文关键词
错误:关键词超出字数限制,请精简
高级检索

Gradient Projection

  • Zdeněk Dostál

摘要

An essential ingredient of our algorithms for solving QP and QCQP problems is the Euclidean projection on the convex set defined by separable convex constraints. Bound, spheric, and elliptic constraints are considered. Here, we provide nontrivial bounds on the decrease of f along the projected-gradient path in terms of bounds on the spectrum of its Hessian matrix \({\mathsf {A}}\) . These results allow for the effective combination of gradient projection with the conjugate gradient method.