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On convergence rate estimation for gradient projection method - MaRDI portal

On convergence rate estimation for gradient projection method (Q1909844)

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scientific article; zbMATH DE number 857521
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On convergence rate estimation for gradient projection method
scientific article; zbMATH DE number 857521

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    On convergence rate estimation for gradient projection method (English)
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    12 May 1996
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    The author studies the dependency of convergence estimates for the gradient projection method on the behavior of the objective function in a neighborhood of the solution of the problem. In section 1 preliminaries and the definition of conditional sharpness minimum are given. In section 2 the convergence of the gradient projection method to a minimum with various degrees of sharpness is considered. A theorem on finite convergence of the gradient projection method is proved. In section 3 three theorems considering the rate of convergence are proved.
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    convergence
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    gradient projection method
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    conditional sharpness minimum
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