Thursday, March 31, 2016

maximize the negative of the actual objective function , The Gradient Projection Method for Nonlinear Programming. Part I. Linear Constraints J. B. Rosen

The Gradient Projection Method for Nonlinear Programming ...

https://www.jstor.org/stable/10.2307/2098960
JSTOR
convex (maximizing a concave) nonlinear objective function subject to ..... -lYm is the negative eigenvalue with largest absolute value of C(x) for x in R. Using the ...

[PDF]Constrained Optimization 5 - Mechanical and Aerospace ...

www2.mae.ufl.edu/nkim/eas6939/ConstrainedOpt.pdf
function subject to equality and inequality constraints minimize f(x) such that hi(x)=0, ... with the minimum value of the functions more closely. The value of .... direction with a negative slope for the objective function that does not violate the ...... [9] Rosen, J.B., “The Gradient Projection Method for Nonlinear Programming—Part.

Constrained optimization along geodesics - ScienceDirect

www.sciencedirect.com/science/.../pii/0022247X81900263
ScienceDirect
by CA Botsaris - ‎1981 - ‎Cited by 16 - ‎Related articles
... to the geodesic starting from x1' in the direction of the projected negative gradient at .... Sufficient descent in the value of the objective function is achieved by scaling ... Find the smallest local minimizer r^ of minimize: f(xk + s{xk, t)), t > 0, where s(;c*, .... J. ROSEN, The gradient projection method for nonlinear programming.

An algorithm for linearly constrained nonlinear programming ...

www.sciencedirect.com/science/.../pii/0022247X81900470
ScienceDirect
by MS Bazaraa - ‎1981 - ‎Cited by 1 - ‎Related articles
The former computes a direction by projecting the negative gradient on the space ... based on a quadratic approximation to the objective function is computed, and then .... Since I(xi) c I(x*), then the optimal objective value g'(Xt) to Problem u'(x,) ..... J. B. ROSEN, The gradient projection method for nonlinear programming.

[PDF]PROJECTED NEWTON METHODS FOR ... - MIT

www.mit.edu/.../ProjectedNewton....
Massachusetts Institute of Technology
by DP BERTSEKAS - ‎1982 - ‎Cited by 534 - ‎Related articles
Mar 2, 1982 - where f : Rn -, R is a continuously differentiable function, and the vector inequality .... minimize Vf(xk)' ( X - xk) +$(x - x ~ ) ' v ~ ~ ( x ~ ) ( x ..... In conclusion, the algorithm is well defined, decreases the value of the objective ...... [7] J. B. ROSEN, The gradient projection method for nonlinear programming, Part I: ...

[PDF]discussion paper no. 209 - Kellogg School of Management

www.kellogg.northwestern.edu/.../209.p...
Kellogg School of Management
by A Perry - ‎1976 - ‎Related articles
mation on the estimated partial derivatives of the objective function (1) . ... minimizeZ X .f(x.) ... where f(xj) is the actual value of f(x) at the design point xj, and gi(xj)v is the ... The negative weighted gradient of (15) is actually the first direction taken ... Rosen, J. , "The Gradient Projection Method for Nonlinear Programming, I.

[PS]Conjugate Gradient Projection Approach for Multi-Antenna ...

https://www.ece.vt.edu/thou/VT_TR_5.ps
by J Liu - ‎Cited by 12 - ‎Related articles
Maximize logdet (I + ∑K ... Due to the complexity of the objective function in (2), we adopt the inexact line ... If the maximum absolute value of the elements in Q .... the projection of D − µI onto the negative semidefinite cone. ..... [13] J. B. Rosen, “The gradient projection method for nonlinear programming, Part I, Linear con-.

[PDF]Rosen's Projection Method for SVM Training - UCL/ELEN

https://www.elen.ucl.ac.be/Proceedings/esann/esannpdf/es2009-123.pdf
by J López - ‎Cited by 3 - ‎Related articles
training seeks [1] to maximize the margin of a separating hyperplane by solving min. 1. 2 .... On the other hand, if α does not solve (3), there will be at least one negative .... iterations, as it automatically detects whether the objective function has been ... The gradient projection method for nonlinear programming, i: Linear con-.

[PDF]A New Projected Quasi-Newton Approach for the ...

ftp://ftp.cs.utexas.edu/pub/.../tr06-54.pdf
University of Texas at Austin
by D Kim - ‎Cited by 29 - ‎Related articles
or equivalently, as a problem over the free variables, minimize y gk(y) = 1. 2. ¯Ay − b2, subject to y .... Let m be the smallest non-negative integer for which ... a monotonic descent in the objective function value (Lemma 1 for APA, and Lemma 2 for LM). Then, ...... The Gradient Projection Method for Nonlinear Programming.

Full text of "A nonlinear programming algorithm for an array ...

https://archive.org/.../nonlinearprogram357mulv_djvu.t...
Internet Archive
Test for an optimum value and return to step 1 if the test fails. .... The problem is tominimize the objective function w = f (X) = x x + 2x 2 subject .... It attempts to move the solution in the direction of the negative gradient, similar ...... 181-217- [12] Rosen, J.B., "The Gradient Projection Method for Nonlinear Programming, Part II: ...

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