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.

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Maxim V. Balashov

Dept. of Higher Mathematics, Moscow Institute of Physics and Technology, Institutskii pereulok 9, Dolgoprudny, Moscow region, Russia 141700

balashov73@mail.ru

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.