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
  • [21] Global continuous optimization with error bound and fast convergence
    Kawaguchi, Kenji
    Maruyama, Yu
    Zheng, Xiaoyu
    Journal of Artificial Intelligence Research, 2016, 56 : 153 - 195
  • [22] A family of inexact SQA methods for non-smooth convex minimization with provable convergence guarantees based on the Luo-Tseng error bound property
    Yue, Man-Chung
    Zhou, Zirui
    So, Anthony Man-Cho
    MATHEMATICAL PROGRAMMING, 2019, 174 (1-2) : 327 - 358
  • [23] INTRINSIC FORMULATION OF KKT CONDITIONS AND CONSTRAINT QUALIFICATIONS ON SMOOTH MANIFOLDS
    Bergmann, Ronny
    Herzog, Roland
    SIAM JOURNAL ON OPTIMIZATION, 2019, 29 (04) : 2423 - 2444
  • [24] MADMM: A Generic Algorithm for Non-smooth Optimization on Manifolds
    Kovnatsky, Artiom
    Glashoff, Klaus
    Bronstein, Michael M.
    COMPUTER VISION - ECCV 2016, PT V, 2016, 9909 : 680 - 696
  • [25] ESTIMATION OF SMOOTH VECTOR FIELDS ON MANIFOLDS BY OPTIMIZATION ON STIEFEL GROUP
    Abramov, E. N.
    Yanovich, Yu A.
    UCHENYE ZAPISKI KAZANSKOGO UNIVERSITETA-SERIYA FIZIKO-MATEMATICHESKIE NAUKI, 2018, 160 (02): : 220 - 228
  • [26] On sequential optimality conditions for smooth constrained optimization
    Andreani, Roberto
    Haeser, Gabriel
    Martinez, J. M.
    OPTIMIZATION, 2011, 60 (05) : 627 - 641
  • [27] On sequential optimality conditions for smooth constrained optimization
    Andreani, Roberto
    Haeser, Gabriel
    Martinez, J. M.
    OPTIMIZATION, 2011, 60 (8-9) : 1119 - 1119
  • [28] ON SUFFICIENT CONDITIONS IN NON-SMOOTH OPTIMIZATION
    CHANEY, RW
    MATHEMATICS OF OPERATIONS RESEARCH, 1982, 7 (03) : 463 - 475
  • [30] CONTRACTING PROXIMAL METHODS FOR SMOOTH CONVEX OPTIMIZATION
    Doikov, Nikita
    Nesterov, Yurii
    SIAM JOURNAL ON OPTIMIZATION, 2020, 30 (04) : 3146 - 3169