On the inexact scaled gradient projection method

O. P. Ferreira (), M. Lemes () and L. F. Prudente ()
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O. P. Ferreira: Universidade Federal de Goias
M. Lemes: Universidade Federal de Goias
L. F. Prudente: Universidade Federal de Goias

Computational Optimization and Applications, 2022, vol. 81, issue 1, No 4, 125 pages

Abstract: Abstract The purpose of this paper is to present an inexact version of the scaled gradient projection method on a convex set, which is inexact in two sense. First, an inexact projection on the feasible set is computed, allowing for an appropriate relative error tolerance. Second, an inexact nonmonotone line search scheme is employed to compute a step size which defines the next iteration. It is shown that the proposed method has similar asymptotic convergence properties and iteration-complexity bounds as the usual scaled gradient projection method employing monotone line searches.

Keywords: Scaled gradient projection method; Feasible inexact projection; Constrained convex optimization; 49J52; 49M15; 65H10; 90C30 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (2)

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DOI: 10.1007/s10589-021-00331-1

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