Bounded perturbation resilience of projected scaled gradient methods

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Publication:5963677

DOI10.1007/S10589-015-9777-XzbMATH Open1339.90262arXiv1507.07302OpenAlexW942366323MaRDI QIDQ5963677FDOQ5963677

Ming Jiang, Wenma Jin, Yair Censor

Publication date: 23 February 2016

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Abstract: We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction followed by a feasibility regaining step via orthogonal projection onto the constraint set. This constitutes a generalized algorithmic structure that encompasses as special cases the gradient projection method, the projected Newton method, the projected Landweber-type methods and the generalized Expectation-Maximization (EM)-type methods. We prove the convergence of the PSG methods in the presence of bounded perturbations. This resilience to bounded perturbations is relevant to the ability to apply the recently developed superiorization methodology to PSG methods, in particular to the EM algorithm.


Full work available at URL: https://arxiv.org/abs/1507.07302




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