Quasi-monotone subgradient methods for nonsmooth convex minimization (Q2349846)

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Quasi-monotone subgradient methods for nonsmooth convex minimization
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    Quasi-monotone subgradient methods for nonsmooth convex minimization (English)
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    18 June 2015
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    The authors present new subgradient methods for solving nonsmooth convex minimization problems in a finite dimensional setting. It is shown that, by using special multiple averaging schemes, these methods generate convergent minimizing sequences. Applications to primal-dual problems and numerical experiments are provided.
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    convex optimization
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    nonsmooth optimization
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    subgradient methods
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    multiple averaging
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    rate of convergence
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    primal-dual methods
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