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arXiv · 2106.04786

On the inexact scaled gradient projection method

Orizon P. Ferreira·Max V. Lemes·Leandro F. Prudente
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Abstract

The purpose of this paper is to present an inexact version of the scaled gradient projection method on a convex set, which is inexact in two sense. First, an inexact projection on the feasible set is computed, allowing for an appropriate relative error tolerance. Second, an inexact non-monotone line search scheme is employed to compute a step size which defines the next iteration. It is shown that the proposed method has similar asymptotic convergence properties and iteration-complexity bounds as the usual scaled gradient projection method employing monotone line searches.

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Orizon P. Ferreira, Max V. Lemes, Leandro F. Prudente. 2021-06-09. On the inexact scaled gradient projection method. https://arxiv.org/abs/2106.04786

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