57061

Автор(ы): 

Автор(ов): 

3

Параметры публикации

Тип публикации: 

Статья в журнале/сборнике

Название: 

Gradient Projection and Conditional Gradient Methods for Constrained Nonconvex Minimization

ISBN/ISSN: 

1532-2467

DOI: 

10.1080/01630563.2019.1704780

Наименование источника: 

  • Numerical Functional Analysis and Optimization

Обозначение и номер тома: 

Vol. 41, Iss. 7

Город: 

  • Philadelphia

Издательство: 

  • Taylor & Francis

Год издания: 

2020

Страницы: 

822-849
Аннотация
Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for its solution and to obtain results that guarantee convergence of the algorithm under some minimal natural assumptions. We use the Ležanski-Polyak-Lojasiewicz condition on a manifold to prove the global linear convergence of the algorithm. Another method well fitted for the problem is the conditional gradient (Frank-Wolfe) algorithm. We examine some conditions which guarantee global convergence of full-step version of the method with linear rate.

Библиографическая ссылка: 

Балашов М.В., Поляк Б.Т., Тремба А.А. Gradient Projection and Conditional Gradient Methods for Constrained Nonconvex Minimization // Numerical Functional Analysis and Optimization. 2020. Vol. 41, Iss. 7. С. 822-849.