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On the Linear Convergence of Descent Methods for Convex Essentially Smooth Minimization

Luo, Zhi-Quan, Tseng, Paul·1992·SIAM Journal on Control and Optimization

Abstract

Consider the problem of minimizing, over a polyhedral set, the composition of an affine mapping with a strictly convex essentially smooth function. A general result on the linear convergence of descent methods for solving this problem is presented. By applying this result, the linear convergence of both the gradient projection algorithm of Goldstein and Levitin and Polyak, and a matrix splitting algorithm using regular splitting, is established. The results do not require that the cost function be strongly convex or that the optimal solution set be bounded. The key to the analysis lies in a new error bound for estimating the distance from a feasible point to the optimal solution set.

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Metadata

Authors
Luo, Z.-Q., & Tseng, P.
Venue
SIAM Journal on Control and Optimization
Published
1992-03
Volume
30
Issue
2
Pages
408-425
ISSN
  • 0363-0129 (ISSN-L)
  • 1095-7138
OpenAlex
W2090084467
Cited by
190
References
0
FWCI
9.31
Type
journal article
Language
en
Open access
closed

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CoChat. (2026). Citation check: On the Linear Convergence of Descent Methods for Convex Essentially Smooth Minimization. https://app.cochat.ai/papers/10.1137/0330025
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Luo, Z.-Q., & Tseng, P. (1992). On the Linear Convergence of Descent Methods for Convex Essentially Smooth Minimization. SIAM Journal on Control and Optimization. https://doi.org/10.1137/0330025

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