Variable metric gradient projection processes in convex feasible sets defined by nonlinear inequalities |
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| Authors: | M Gawande J C Dunn |
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| Institution: | (1) AT&T Bell Laboratories, 07733-1988 Holmdel, NJ, USA;(2) Mathematics Department, North Carolina State University, Box 8205, 27695-8205 Raleigh, NC, USA |
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| Abstract: | A capture-convergence rate theorem is proved for variable metric gradient projection processes near nonsingular local minimizers in convex feasible sets defined by nonlinear inequalities in a real Hilbert spaceX. The minimizers in question satisfy standard Kuhn-Tucker second-order sufficient conditions for local optimality.Investigation partially supported by National Science Foundation Research Grant No. DMS-85-03746. |
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