The Gradient Projection Algorithm for Smooth Sets and Functions in Nonconvex Case

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作者
Maxim V. Balashov
机构
[1] V. A. Trapeznikov Institute of Control Sciences of Russian Academy of Sciences,
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关键词
Lipschitz continuous gradient; Proximal smoothness; Gradient projection algorithm; Metric projection; Nonconvex extremal problem; Lezanski-Polyak-Lojasiewicz condition; Primary: 90C26; 65K05. Secondary: 46N10; 65K10;
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摘要
We consider the problem of minimization for a function with Lipschitz continuous gradient on a proximally smooth and smooth manifold in a finite dimensional Euclidean space. We consider the Lezanski-Polyak-Lojasiewicz (LPL) conditions in this problem of constrained optimization. We prove that the gradient projection algorithm for the problem converges with a linear rate when the LPL condition holds.
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页码:341 / 360
页数:19
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