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Inexact gradient projection method with relative error tolerance

A. A. Aguiar (), O. P. Ferreira () and L. F. Prudente ()
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A. A. Aguiar: Universidade Federal de Goiás
O. P. Ferreira: Universidade Federal de Goiás
L. F. Prudente: Universidade Federal de Goiás

Computational Optimization and Applications, 2023, vol. 84, issue 2, No 3, 363-395

Abstract: Abstract A gradient projection method with feasible inexact projections is proposed in the present paper. The inexact projection is performed using a general relative error tolerance. Asymptotic convergence analysis under quasiconvexity assumption and iteration-complexity bounds under convexity assumption of the method employing constant and Armijo step sizes are presented. Numerical results are reported illustrating the potential advantages of considering inexact projections instead of exact ones in some medium scale instances of a least squares problem over the spectrohedron.

Keywords: Gradient method; Feasible inexact projection; Constrained convex optimization; 49J52; 49M15; 65H10; 90C30 (search for similar items in EconPapers)
Date: 2023
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DOI: 10.1007/s10589-022-00425-4

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