Nonlinear programming the choice of direction by gradient projection

Philip B. Zwart

Naval Research Logistics Quarterly, 1970, vol. 17, issue 4, 431-438

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.

Date: 1970
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