On the convergence rate of the continuous version of the regularized gradient method

Abstract

In this paper the convergence rate of the gradient type iterative regularization is given in the case when the convex mathematical programming problems additionally satisfy the condition of the normal regularity and the method is described in its continuous variant. The dependence of the convergence rate on the penalty and regularization parameters, on the stepsize and on the accuracity in the basic informations in formulated.

Keywords:

• Convex programming
• regularization
• gradient method

AMS 1980 Subject Classification:

• Primary:65 K 05
• Secondary:90 C 25