Abstract:
The problem of minimizing a function with a Lipschitz continuous gradient is considered on a proximally smooth subset that is a smooth manifold without boundary. The gradient projection method with Armijo's step size is discussed, and its linear convergence is proved. An exact constant of proximal smoothness is obtained for various matrix sets and manifolds.
Citation:
M. V. Balashov, R. A. Kamalov, “The gradient projection method with Аrmijo's step size on manifolds”, Zh. Vychisl. Mat. Mat. Fiz., 61:11 (2021), 1814–1824; Comput. Math. Math. Phys., 61:11 (2021), 1776–1786
This publication is cited in the following 6 articles:
Orizon Pereira Ferreira, Yingchao Gao, Sándor Zoltán Németh, Petra Renáta Rigó, “Gradient projection method on the sphere, complementarity problems and copositivity”, J Glob Optim, 2024
M. V. Balashov, K. Z. Biglov, A. A. Tremba, “O nekotorykh zadachakh s mnogoznachnymi otobrazheniyami”, Avtomat. i telemekh., 2024, no. 5, 58–85
M. V. Balashov, K. Z. Biglov, A. A. Tremba, “On Some Problems with Multivalued Mappings”, ARC, 85:5 (2024), 491
M. V. Balashov, K. Z. Biglov, A. A. Tremba, “On Some Problems with Multivalued Mappings”, Autom Remote Control, 85:5 (2024), 422
Alessandro Lanza, Serena Morigi, Giuseppe Recupero, “Variational graph p-Laplacian eigendecomposition under p-orthogonality constraints”, Comput Optim Appl, 2024
M. V. Balashov, “The Lezanski – Polyak – Lojasiewicz inequality and the convergence of the gradient projection algorithm”, Izv. Sarat. un-ta. Nov. ser. Ser.: Matematika. Mekhanika. Informatika, 23:1 (2023), 4–10