finite termination – Optimization Online

Properties of the delayed weighted gradient method

Published: 2020/03/02

Unconstrained Optimization conjugate-gradient methods, finite termination, gradient methods, krylov subspace methods, smoothing techniques

The delayed weighted gradient method, recently introduced in [13], is a low-cost gradient-type method that exhibits a surprisingly and perhaps unexpected fast convergence behavior that competes favorably with the well-known conjugate gradient method for the minimization of convex quadratic functions. In this work, we establish several orthogonality properties that add understanding to the practical behavior … Read more

Orthogonal projection algorithm for projecting onto a fnitely generated cone

Published: 2020/02/23

Chengjin Li

Shenggui Zhang

Convex Optimization finite termination, finitely generated cone, orthogonal projection

In this paper, an algorithm is proposed to find the nearest point of a convex cone to a given vector, which is composed of a series of orthogonal projections. Some properties of this algorithm, including the reasonability of implementation, the global convergence property and the finite termination, etc., are obtained. The proposed algorithm is more … Read more