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