Appl Math Optim 2020 6;81(3):1021-1054. Epub 2018 Oct 6.
Institute of Statistics and Mathematical Methods in Economics, Vienna University of Technology, Vienna, Austria.
The paper presents new results about convergence of the gradient projection and the conditional gradient methods for abstract minimization problems on strongly convex sets. In particular, linear convergence is proved, although the objective functional does not need to be convex. Such problems arise, in particular, when a recently developed discretization technique is applied to optimal control problems which are affine with respect to the control. Read More