quadratic growth condition

Linear Convergence of Proximal Incremental Aggregated Gradient Methods under Quadratic Growth Condition

  • Hui Zhang
    • Categories Constrained Nonlinear Optimization, Convex Optimization, Nonsmooth Optimization Tags , , , , ,

    Under the strongly convex assumption, several recent works studied the global linear convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions and a non-smooth convex function. In this paper, under the quadratic growth condition{a strictly weaker condition than the strongly convex assumption, … Read more

    Second-order analysis of optimal control problems with control and initial-final state constraints

  • Joseph Frédéric Bonnans
  • Nikolai Osmolovskii
    • Categories Systems governed by Differential Equations Optimization Tags , , , ,

    This paper provides an analysis of Pontryagine mimina satisfying a quadratic growth condition, for optimal control problems of ordinary differential equations with constraints on initial-final state, as well as control constraints satisfying the uniform positive linear independence condition. Citation Rapport de Recherche INRIA 6707, Oct. 2008. Article Download View Second-order analysis of optimal control problems … Read more