Gradient projection and conditional gradient methods for constrained nonconvex minimization
Gradient projection and conditional gradient methods for constrained nonconvex minimization
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.
Boris Polyak、Andrey Tremba、Maxim Balashov
数学
Boris Polyak,Andrey Tremba,Maxim Balashov.Gradient projection and conditional gradient methods for constrained nonconvex minimization[EB/OL].(2019-06-27)[2025-08-02].https://arxiv.org/abs/1906.11580.点此复制
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