Variable metric gradient projection processes in convex feasible sets defined by nonlinear inequalities

DOI10.1007/BF01448362MaRDI QIDQ1101344zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1988

Published in Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01448362

zbMATH Keywords

finitely many inequality constraintsgradient projection methodsHilbert spacelinear rate of convergencenonsingularity of minimal pointssecond order sufficient optimality conditions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Programming in abstract spaces (90C48) Methods of reduced gradient type (90C52)

Review text

Optimization problems are considered which are defined on a Hilbert space with finitely many inequality constraints. The authors analyze the properties of gradient projection methods, where the gradient is computed with regard to an inner product depending on the iterate. The step-size rule is of the Armijo-Goldstein type. Conditions on nonsingularity of minimal points are given in the context of second order sufficient optimality conditions. These imply certain growth conditions which allow the proof of convergence and a linear rate of convergence.

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Cites work

• A class of superlinearly convergent projection algorithms with relaxed stepsizes
• Convex programming in Hilbert space
• Newton-Goldstein convergence rates for convex constrained minimization problems with singular solutions
• Newton’s Method and the Goldstein Step-Length Rule for Constrained Minimization Problems
• On Steepest Descent
• On the convergence of projected gradient processes to singular critical points
• On the Goldstein-Levitin-Polyak gradient projection method
• Projected Newton Methods for Optimization Problems with Simple Constraints
• Two-Metric Projection Methods for Constrained Optimization

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(7)

• A projected Newton method in a Cartesian product of balls
• A projected Newton method for minimization problems with nonlinear inequality constraints
• Error bounds and convergence analysis of feasible descent methods: A general approach
• A Projection Proximal-Point Algorithm for ℓ¹Minimization
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• An extension of the projected gradient method to a Banach space setting with application in structural topology optimization

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