Inexact gradient projection method with relative error tolerance

DOI10.1007/S10589-022-00425-4MaRDI QIDQ6359130arXivFDO

Authors A. A. Aguiar, O. P. Ferreira, L. F. Prudente

Publication date 26 January 2021

Published in arXiv

Full work available at URL https://doi.org/10.1007/S10589-022-00425-4

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Newton-type methods (49M15) Numerical computation of solutions to systems of equations (65H10) Nonlinear programming (90C30)

arXiv classification

math.OC

Abstract: A gradient projection method with feasible inexact projections is proposed in the present paper. The inexact projection is performed using a relative error tolerance. Asymptotic convergence analysis and iteration-complexity bounds of the method employing constant and Armijo step sizes are presented. Numerical results are reported illustrating the potential advantages of considering inexact projections instead of exact ones in some medium scale instances of a least squares problem over the spectrohedron.

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