A continuous conditional gradient method

A continuous conditional gradient method

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Article ID: iaor20002444
Country: Serbia
Volume: 9
Issue: 2
Start Page Number: 169
End Page Number: 181
Publication Date: Jul 1999
Journal: Yugoslav Journal of Operations Research
Authors: ,
Abstract:

In this paper we study the continuous conditional gradient method to solve convex minimization problems in Hilbert space. First, sufficient conditions for convergence are provided and the convergence rate is found for a minimization problem with a strong convex function. Then, the regularized method is considered for a minimization problem with inaccurate inital data. Regularization is based on the continuous conditional gradient method in conjunction with the penalty function method. The sufficient conditions for the convergence of the regularized method are presented, the regularizing operator is constructed, and a stopping rule for the continuous process is proposed.

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