On the convergence of the continuous gradient projection method

DOI10.1080/02331934.2019.1627544MaRDI QIDQ5239084zbMATH OpenOpenAlexWikidataFDO

Authors Ramzi May

Publication date 21 October 2019

Published in Optimization (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.07705

zbMATH Keywords

convex optimizationasymptotic behaviourgradient projection methodweak and strong convergence in Hilbert spaces

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30)

Abstract: We prove the weak and the strong convergence of the trajectories of the continuous gradient projection method under some mild assumptions on the objective function and the step size function. Moreover, we estimate the decay rate to equilibrium when the objective function satisfies a global Holderian error bound inequality.

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Cited in

(13)

• scientific article; zbMATH DE number 4043629 (Why is no real title available?)
• scientific article; zbMATH DE number 3989112 (Why is no real title available?)
• scientific article; zbMATH DE number 7352424 (Why is no real title available?)
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• scientific article; zbMATH DE number 4215285 (Why is no real title available?)
• On the convergence properties of the projected gradient method for convex optimization
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• On a variant of the continuous second-order gradient projection method and its discrete analogue

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