A cyclic block coordinate descent method with generalized gradient projections

The aim of this paper is to present the convergence analysis of a very general class of gradient projection methods for smooth, constrained, possibly nonconvex, optimization. The key features of these methods are the Armijo linesearch along a suitable descent direction and the non Euclidean metric employed to compute the gradient projection. We develop a very general framework from the point of view of block–coordinate descent methods, which are useful when the constraints are separable. In our numerical experiments we consider a large scale image restoration problem to illustrate the impact of the metric choice on the practical performances of the corresponding algorithm.