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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2021 Volume 61, Number 11, Pages 1814–1824 (Mi zvmmf11315)

This article is cited in 6 papers

Optimal control

The gradient projection method with Аrmijo's step size on manifolds

M. V. Balashov, R. A. Kamalov

Trapeznikov Institute of Control Sciences, Russian Academy of Sciences, 117997, Moscow, Russia

Abstract: The problem of minimizing a function with a Lipschitz continuous gradient is considered on a proximally smooth subset that is a smooth manifold without boundary. The gradient projection method with Armijo's step size is discussed, and its linear convergence is proved. An exact constant of proximal smoothness is obtained for various matrix sets and manifolds.

Key words: proximal smoothness, gradient projection method, nonconvex optimization problem, Armijo step size, matrix manifolds.

UDC: 519.853.6

Received: 23.10.2020
Revised: 23.10.2020
Accepted: 09.07.2021

DOI: 10.31857/S004446692111003X


 English version:
Computational Mathematics and Mathematical Physics, 2021, 61:11, 1776–1786

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© Steklov Math. Inst. of RAS, 2025