write Projected Gradient project for rosenbrock function ?

2021 11 7
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更新时间：2021 11 7
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franck olilo
franck olilo 2021-11-7
this my gradient Projection code :
function [x_k,fun_val]= projected_gradient_backtracking(f,g,x0,r,s,alpha,beta,epsilon)
x_k = x0;
grad = g(x_k);
fun_val = f(x_k);
iter = 0;
delta_x = 1;
while (delta_x > epsilon)
iter = iter+1;
t = s;
while f(x_k)-f(proj(x_k-t*grad)) < alpha*t*norm((1/t)*(x_k-proj(x_k-t*grad)))^2 %%% fix
t = beta*t;
end
x_kp1 = proj(x_k-t*grad);
delta_x = norm(x_k - x_kp1);
x_k = x_kp1;
fun_val = f(x_k);
grad = g(x_k);
fprintf('iter_number = %3d norm_grad = %2.6f fun_val = %2.6f \n',iter,delta_x,fun_val);
end
% subroutine
function xp = proj(y)
% Projection of the vector y on to the nonnegative orthant
%
% INPUT
% ======================
% y ........a column vector
% OUTPUT
% ======================
% xp .......the orthogonal projection of y onto the nonnegative orthant
xp = max(y,0);
end
end

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