Abstract :
Two conditional gradient algorithms are considered for the problem min ??F, with ?? a bounded convex subset of a Banach space. Neither method requires line search; one method needs no Lipschitz constants. Convergence rate estimates are similar in the two cases, and depend critically on the continuity properties of a set valued operator T whose fixed points, ??, are the extremals of F in ??. The continuity properties of T at ?? are determined by the way a(??) = inf{??= |y????,||;y-??||>??} grows with increasing ??. It is shown that for convex F and Lipschitz continuous F´, the algorithms converge like o(1/n), geometrically, or in finitely many steps, according to whether a(??)>0 for ??>0, or a(??)>A??2 with A>0, or a(??)>A?? with A>0. These three abstract conditions are closely related to established notions of nonsingularity for an important class of optimal control problems with bounded control inputs. The first con-- dition is satisfied (in L1)when meas {t|s(t)=0} =0, where s(??) is the switching function associated with the extremal control ??(??); the second condition is satisfied when s(??) has finitely many zeros, all simple (typical of the bang-bang extremal); the third condition is satisfied when s(??) is bounded away from zero. Strong or uniform convexity assumptions are not invoked in the main: convergence theorems. One of the theorems can be extended to a large subclass of quasiconvex functionals F.
