Error bound conditions and convergence of optimization methods on smooth and proximally smooth manifolds

被引:6
|
作者
Balashov, M., V [1 ]
Tremba, A. A. [1 ]
机构
[1] Russian Acad Sci, VA Trapeznikov Inst Control Sci, Moscow, Russia
基金
俄罗斯科学基金会;
关键词
Error bound condition; gradient projection algorithm; Newton's method; nonconvex optimization; proximal smoothness; GRADIENT PROJECTION METHOD; EVALUATION COMPLEXITY; ALGORITHM; CONSTRAINTS; SETS;
D O I
10.1080/02331934.2020.1812066
中图分类号
C93 [管理学]; O22 [运筹学];
学科分类号
070105 ; 12 ; 1201 ; 1202 ; 120202 ;
摘要
We analyse the convergence of the gradient projection algorithm, which is finalized with the Newton method, to a stationary point for the problem of nonconvex constrained optimization minx. S f (x) with a proximally smooth set S = {x is an element of R-n : g(x) = 0}, g : R-n -> R-m and a smooth function f. Wepropose new Error bound (EB) conditions for the gradient projection method which lead to the convergence domain of the Newton method. We prove that these EB conditions are typical for a wide class of optimization problems. It is possible to reach high convergence rate of the algorithm by switching to the Newton method.
引用
收藏
页码:711 / 735
页数:25
相关论文
共 50 条
  • [1] CONVERGENCE RATES OF ADI METHODS WITH SMOOTH INITIAL ERROR
    LYNCH, RE
    RICE, JR
    MATHEMATICS OF COMPUTATION, 1968, 22 (102) : 311 - &
  • [2] STOCHASTIC OPTIMIZATION OVER PROXIMALLY SMOOTH SETS
    Davis, Damek
    Drusvyatskiy, Dmitriy
    Shi, Zhan
    SIAM JOURNAL ON OPTIMIZATION, 2025, 35 (01) : 157 - 179
  • [3] An Introduction to Optimization on Smooth Manifolds
    Bellavia, Stefania
    SIAM REVIEW, 2024, 66 (02)
  • [4] Convergence Rate Analysis of Distributed Gradient Methods for Smooth Optimization
    Jakovetic, Dusan
    Xavier, Joao
    Moura, Jose M. F.
    2012 20TH TELECOMMUNICATIONS FORUM (TELFOR), 2012, : 867 - 870
  • [5] Convergence in capacity on smooth hypersurfaces of compact Kahler manifolds
    Vu Viet Hung
    Hoang Nhat Quy
    ANNALES POLONICI MATHEMATICI, 2012, 103 (02) : 175 - 187
  • [6] Asynchronous Optimization Over Graphs: Linear Convergence Under Error Bound Conditions
    Cannelli, Loris
    Facchinei, Francisco
    Scutari, Gesualdo
    Kungurtsev, Vyacheslav
    IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 2021, 66 (10) : 4604 - 4619
  • [7] Existence and convergence theorems for the split quasi variational inequality problems on proximally smooth sets
    Tangkhawiwetkul, Jittiporn
    Petrot, Narin
    JOURNAL OF NONLINEAR SCIENCES AND APPLICATIONS, 2016, 9 (05): : 2364 - 2375
  • [9] Self-concordant functions for optimization on smooth manifolds
    Jiang, D
    Moore, JB
    Ji, HB
    2004 43RD IEEE CONFERENCE ON DECISION AND CONTROL (CDC), VOLS 1-5, 2004, : 3631 - 3636
  • [10] Self-concordant functions for optimization on smooth manifolds
    Danchi Jiang
    John B. Moore
    Huibo Ji
    Journal of Global Optimization, 2007, 38 : 437 - 457