An Inexact Deflected Subgradient Algorithm in Infinite Dimensional spaces

MaRDI QIDQ6425408zbMATH OpenFDO

Authors R. S. Burachik, Xuemei Liu

Publication date 3 February 2023

Mathematics Subject Classification ID

Numerical methods involving duality (49M29) Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonconvex programming, global optimization (90C26) Optimality conditions and duality in mathematical programming (90C46)

Abstract: We propose a duality scheme for solving constrained nonsmooth and nonconvex optimization problems in a reflexive Banach space. We establish strong duality for a very general type of augmented Lagrangian, in which we assume a less restrictive type of coercivity on the augmenting function. We solve the dual problem (in a Hilbert space) using a deflected subgradient method via this general augmented Lagrangian. We provide two choices of step-size for the method. For both choices, we prove that every weak accumulation point of the primal sequence is a primal solution. We also prove strong convergence of the dual sequence.

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