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The Gradient Projection Method under Mild Differentiability Conditions

SIAM Journal on ControlPublished 1 February 1972
Garth P. McCormick, R. A. Tapia
Citations85

Abstract

Consider the sequence obtained by applying the gradient projection method to the problem of minimizing a continuously differentiable functional over a closed convex subset of a real Hilbert space. In this paper we show that any cluster point of this sequence must be a constrained stationary point.

Keywords

Computer ScienceMathematics