Bounded perturbation resilience of projected scaled gradient methods
Abstract: We investigate projected scaled gradient (PSG) methods for convex minimization problems. These methods perform a descent step along a diagonally scaled gradient direction followed by a feasibility regaining step via orthogonal projection onto the constraint set. This constitutes a generalized algorithmic structure that encompasses as special cases the gradient projection method, the projected Newton method, the projected Landweber-type methods and the generalized Expectation-Maximization (EM)-type methods. We prove the convergence of the PSG methods in the presence of bounded perturbations. This resilience to bounded perturbations is relevant to the ability to apply the recently developed superiorization methodology to PSG methods, in particular to the EM algorithm.
Keywords: Perturbation resilience, superiorization, projected scaled gradient methods, EM algorithm.
Category 1: Nonlinear Optimization (Constrained Nonlinear Optimization )
Category 2: Convex and Nonsmooth Optimization (Convex Optimization )
Citation: Computational Optimization and Applications, accepted for publication.
Entry Submitted: 07/27/2015
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