Subgradient projection algorithm. II (Q797969)

From MaRDI portal
Revision as of 19:01, 5 July 2023 by Importer (talk | contribs) (‎Created a new Item)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Subgradient projection algorithm. II
scientific article

    Statements

    Subgradient projection algorithm. II (English)
    0 references
    0 references
    1984
    0 references
    The method presented by the author in Part I [ibid. 35, 111-126 (1982; Zbl 0486.65042)] for the minimization of certain nondifferentiable functions constrained to a convex polytope is extended to the minimization of a strictly convex piecewise smooth function subject to smooth convex constraints. In a sense, it is a subgradient counterpart of the method of \textit{J. B. Rosen} [J. Soc. industr. appl. Math. 9 (1961), 514-532 (1962; Zbl 0231.90048)]. The method uses only easily computable portions of certain \(\epsilon\) -subdifferentials and it avoids jamming. A convergence proof is given.
    0 references
    0 references
    subgradient projection algorithm
    0 references
    non-differentiable optimization
    0 references
    jamming
    0 references
    strictly convex piecewise smooth function
    0 references
    convergence
    0 references

    Identifiers