Abstract
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.
Suggested citation
M. V. Balashov. “About the Gradient Projection Algorithm for a Strongly Convex Function and a Proximally Smooth Set.” Journal of Convex Analysis 24 (2017), No. 2, 493–500.
Copyright Heldermann Verlag 2017