Inexact gradient projection method with relative error tolerance

2021/01/27 by Ademir Alves Aguiar, Aguiar, Ademir A., O. P. Ferreira +3 · 2 citations
Computer Science · Engineering · Mathematics · #49J52 #49M15 #65H10 #90C30 #Advanced Optimization Algorithms Research #FOS: Mathematics #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques

paper · pdf · doi:10.48550/arxiv.2101.11146

openalex publication_date 2021/01/27 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

A gradient projection method with feasible inexact projections is proposed in the present paper. The inexact projection is performed using a relative error tolerance. Asymptotic convergence analysis and iteration-complexity bounds 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.

Cited by

• Projected-Gradient Analysis for Open-Domain Convex Optimization under Boundary Blow-Up:Application to Controllability Scoring
• Inexact projected preconditioned gradient methods with variable metrics: a Lyapunov convergence theory (extended version)

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