English

Gradient projection and conditional gradient methods for constrained nonconvex minimization

Optimization and Control 2019-06-28 v1

Abstract

Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for its solution and to obtain results that guarantee convergence of the algorithm under some minimal natural assumptions. We use the Lezanski-Polyak-Lojasiewicz condition on a manifold to prove the global linear convergence of the algorithm. Another method well fitted for the problem is the conditional gradient (Frank-Wolfe) algorithm. We examine some conditions which guarantee global convergence of full-step version of the method with linear rate.

Keywords

Cite

@article{arxiv.1906.11580,
  title  = {Gradient projection and conditional gradient methods for constrained nonconvex minimization},
  author = {Maxim Balashov and Boris Polyak and Andrey Tremba},
  journal= {arXiv preprint arXiv:1906.11580},
  year   = {2019}
}
R2 v1 2026-06-23T10:05:16.287Z