47624

Автор(ы): 

Автор(ов): 

1

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

About the Gradient Projection Algorithm for a Strongly Convex Function and a Proximally Smooth Set

ISBN/ISSN: 

0944-6532

Наименование источника: 

  • Journal of Convex Analysis

Обозначение и номер тома: 

Vol. 24 , No. 2

Город: 

  • Lemgo

Издательство: 

  • Heldermann-Verlag

Год издания: 

2017

Страницы: 

493–500
Аннотация
In the present work we consider the gradient projection algorithm for a strongly convex function with the Lipschitz continuous gradient and a proximally smooth (nonconvex in general) set in a real Hilbert space. We prove that the problem of minimization of such function on a proximally smooth set has unique solution if the constant of proximal smoothness of the set is sufficiently large. The considered algorithm converges with the rate of geometric progression.

Библиографическая ссылка: 

Балашов М.В. About the Gradient Projection Algorithm for a Strongly Convex Function and a Proximally Smooth Set // Journal of Convex Analysis. 2017. Vol. 24 , No. 2. С. 493–500.