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Izvestiya of Saratov University. Mathematics. Mechanics. Informatics, 2013, Volume 13, Issue 1(2), Pages 33–38
DOI: https://doi.org/10.18500/1816-9791-2013-13-1-2-33-38 (Mi isu368) 		 
Mathematics

Gradient Projection Algorithm for Strongly Convex Set

M. O. Golubev

Moscow Institute of Physics and Technology (State University)
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DOI: https://doi.org/10.18500/1816-9791-2013-13-1-2-33-38
Abstract: In our work we will discuss standard gradient projection algorithm, where a set is strongly convex of radius $R$ and a function is convex, differentiable and its gradient satisfies Lipschitz condition. We proved that under some natural additional conditions algorithm converges with the rate of a geometric progression.
Key words: Hilbert space, gradient projection algorithm, metric projection, strongly convex set of radius $R$.
Bibliographic databases:
Document Type: Article
UDC: 517.982.22, 517.982.252+256, 519.615, 519.853.3
Language: Russian
Citation: M. O. Golubev, “Gradient Projection Algorithm for Strongly Convex Set”, Izv. Saratov Univ. Math. Mech. Inform., 13:1(2) (2013), 33–38
Citation in format AMSBIB
\Bibitem{Gol13}
\by M.~O.~Golubev
\paper Gradient Projection Algorithm for Strongly Convex Set
\jour Izv. Saratov Univ. Math. Mech. Inform.
\yr 2013
\vol 13
\issue 1(2)
\pages 33--38
\mathnet{http://mi.mathnet.ru/isu368}
\crossref{https://doi.org/10.18500/1816-9791-2013-13-1-2-33-38}
\elib{https://elibrary.ru/item.asp?id=21976869}
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