Abstract:
The paper considers the standard Levitin–Polyak conditional gradient
algorithm for finding the minimum of a function with a Lipschitz continuous
gradient on a convex compact set.
It is shown that a sufficient condition for
the linear convergence of the method is the support condition of strong
convexity at the minimum point of the problem.
The obtained result weakens
the previously known conditions on the set that ensure the linear convergence,
for example, the strong convexity of the constraint set.
The convexity of the
minimized function is not assumed.
The work is theoretical in nature.