Bounded perturbation resilience of projected scaled gradient methods

From MaRDI portal
Publication:5963677




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.



Cites work







This page was built for publication: Bounded perturbation resilience of projected scaled gradient methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5963677)