Inexact gradient projection method with relative error tolerance
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Publication:6359130
DOI10.1007/S10589-022-00425-4arXiv2101.11146MaRDI QIDQ6359130FDOQ6359130
Authors: A. A. Aguiar, O. P. Ferreira, L. F. Prudente 
Publication date: 26 January 2021
Abstract: A gradient projection method with feasible inexact projections is proposed in the present paper. The inexact projection is performed using a relative error tolerance. Asymptotic convergence analysis and iteration-complexity bounds of the method employing constant and Armijo step sizes are presented. Numerical results are reported illustrating the potential advantages of considering inexact projections instead of exact ones in some medium scale instances of a least squares problem over the spectrohedron.
Nonlinear programming (90C30) Nonsmooth analysis (49J52) Numerical computation of solutions to systems of equations (65H10) Newton-type methods (49M15)
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