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Projected gradient descent accumulates at Bouligand stationary points

Projected gradient descent accumulates at Bouligand stationary points

来源:Arxiv_logoArxiv
英文摘要

This paper considers the projected gradient descent (PGD) algorithm for the problem of minimizing a continuously differentiable function on a nonempty closed subset of a Euclidean vector space. Without further assumptions, this problem is intractable and algorithms are only expected to find a stationary point. PGD generates a sequence in the set whose accumulation points are known to be Mordukhovich stationary. In this paper, these accumulation points are proven to be Bouligand stationary, and even proximally stationary if the gradient is locally Lipschitz continuous. These are the strongest stationarity properties that can be expected for the considered problem.

Guillaume Olikier、Irène Waldspurger

10.1137/24M1692782

数学

Guillaume Olikier,Irène Waldspurger.Projected gradient descent accumulates at Bouligand stationary points[EB/OL].(2025-06-27)[2025-07-21].https://arxiv.org/abs/2403.02530.点此复制

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