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JOURNALS // Izvestiya of Saratov University. Mathematics. Mechanics. Informatics // Archive

Izv. Saratov Univ. Math. Mech. Inform., 2013 Volume 13, Issue 1(2), Pages 33–38 (Mi isu368)

Mathematics

Gradient Projection Algorithm for Strongly Convex Set

M. O. Golubev

Moscow Institute of Physics and Technology (State University)

Abstract: In our work we will discuss standard gradient projection algorithm, where a set is strongly convex of radius $R$ and a function is convex, differentiable and its gradient satisfies Lipschitz condition. We proved that under some natural additional conditions algorithm converges with the rate of a geometric progression.

Key words: Hilbert space, gradient projection algorithm, metric projection, strongly convex set of radius $R$.

UDC: 517.982.22, 517.982.252+256, 519.615, 519.853.3

DOI: 10.18500/1816-9791-2013-13-1-2-33-38



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