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Fundamentalnaya i Prikladnaya Matematika, 2018, Volume 22, Issue 1, Pages 13–29
(Mi fpm1779)
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This article is cited in 3 scientific papers (total in 3 papers)
The Lipschitz property of the metric projection in the Hilbert space
M. V. Balashov Department of Higher Mathematics, Moscow Institute of Physics and Technology,
Institutskii pereulok 9, Dolgoprudny, Moscow region, Russia 141700
Abstract:
In the survey, we consider the metric projection operator from the real Hilbert space onto a closed subset. We discuss the question: when this operator is Lipschitz continuous? Firstly, we consider the class of strongly convex sets of radius $R$, i.e., each set from this class is nonempty intersection of closed balls of radius $R$. We prove that the restriction of the metric projection operator on the complement of the neighborhood of radius $r$ of a strongly convex set of radius $R$ is Lipschitz continuous with the Lipschitz constant $C=R/(r+R)\in (0,1)$. Vice versa, if for a closed convex set from the real Hilbert space the metric projection operator is Lipschitz continuous with the Lipschitz constant $C\in (0,1)$ on the complement of the neighborhood of radius $r$ of the set then the set is strongly convex of radius $R=Cr/(1-C)$.
It is known that if a closed subset of a real Hilbert space has the Lipschitz continuous metric projection in some neighborhood then this set is proximally smooth. We show that if a closed subset of the real Hilbert space has the Lipschitz continuous metric projection on the neighborhood of radius $r$ with the Lipschitz constant $C>1$, then this set is proximally smooth with constant of proximal smoothness $R=Cr/(C-1)$, and, if constant $C$ is the smallest possible, then constant $R$ is the largest possible.
We apply obtained results to the question concerning the rate of convergence for the gradient projection algorithm.
Citation:
M. V. Balashov, “The Lipschitz property of the metric projection in the Hilbert space”, Fundam. Prikl. Mat., 22:1 (2018), 13–29; J. Math. Sci., 250:3 (2020), 391–403
Linking options:
https://www.mathnet.ru/eng/fpm1779 https://www.mathnet.ru/eng/fpm/v22/i1/p13
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Abstract page: | 505 | Full-text PDF : | 227 | References: | 55 |
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