Optimality of two-parameter iterative processes in the constrained gradient method

DOI10.1007/BF01098004MaRDI QIDQ1264097zbMATH OpenFDO

Authors E. V. Lyamin

Publication date 1988

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/198172

zbMATH Keywords

constrained gradient methodconvex differentiable functionreal Hilbert spacetwo-parameter iterative processes

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Programming in abstract spaces (90C48) Methods of reduced gradient type (90C52)

Review text

Various iterative schemes of constrained minimization are currently known. It has been shown that the constrained gradient method admits a fairly arbitrary choice of both the direction of descent and the step length in each iteration. The possibility of controlling the iterative process by a proper choice of these parameters poses the problem of optimal choice of control parameters in each step of the solution of the minimization problem. In this note we use the approach of \textit{S. N. Perfilov} and \textit{R. F. Khabibullin} [Issled. Prikl. Mat. 8, 41-50 (1979)] to explore the optimality of the two-parameter iterative process for the constrained gradient method of \textit{V. G. Karmanov} [``Mathematical programming (Russian) (1975; Zbl 0349.90075)].

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