On the convergence of the continuous gradient projection method
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Publication:5239084
DOI10.1080/02331934.2019.1627544zbMATH Open1430.90462arXiv1808.07705OpenAlexW2956903817WikidataQ127464746 ScholiaQ127464746MaRDI QIDQ5239084FDOQ5239084
Publication date: 21 October 2019
Published in: Optimization (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1808.07705
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convex optimizationasymptotic behaviourgradient projection methodweak and strong convergence in Hilbert spaces
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- Global convergence of Rosen's gradient projection method
- Continuous gradient projection method in Hilbert spaces
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- Convergence properties of inexact projected gradient methods
- On the convergence properties of the projected gradient method for convex optimization
- On the Identification Property of a Projected Gradient Method
- Optimal convergence rates for damped inertial gradient dynamics with flat geometries
- A probe about the unified construction of gradient projection type methods
- Convergence rate estimates for the gradient differential inclusion
- On a variant of the continuous second-order gradient projection method and its discrete analogue
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