梯度投影法

• projected gradient methods

* 基础

* 梯度算法

$x_{k+1} = x_k - \mu_k \bigtriangledown f(x_k)$

* 若上式$x\in C$是有约束的，则更新算法是

$x_{k+1} = P_C(x_k - \mu_k \bigtriangledown f(x_k))$