Inexact gradient projection method with relative error tolerance
Optimization and Control
2021-01-28 v1
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.
Cite
@article{arxiv.2101.11146,
title = {Inexact gradient projection method with relative error tolerance},
author = {Ademir A. Aguiar and Orizon P. Ferreira and Leandro F. Prudente},
journal= {arXiv preprint arXiv:2101.11146},
year = {2021}
}
Comments
26 pages