Multivariate spectral gradient algorithm for nonsmooth convex optimization problems
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Summary: We propose an extended multivariate spectral gradient algorithm to solve the nonsmooth convex optimization problem. First, by using Moreau-Yosida regularization, we convert the original objective function to a continuously differentiable function; then we use approximate function and gradient values of the Moreau-Yosida regularization to substitute the corresponding exact values in the algorithm. The global convergence is proved under suitable assumptions. Numerical experiments are presented to show the effectiveness of this algorithm.
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Cited in
(13)- A numerical study of applying spectral-step subgradient method for solving nonsmooth unconstrained optimization problems
- Multivariate spectral gradient projection method for nonlinear monotone equations with convex constraints
- A syncro-parallel nonsmooth PGD algorithm for nonsmooth optimization
- Fast proximal algorithms for nonsmooth convex optimization
- A spectral-type conjugate gradient method for nonsmooth convex minimization
- scientific article; zbMATH DE number 6001946 (Why is no real title available?)
- The smoothing gradient method for a kind of special optimization problem
- A weighted mirror descent algorithm for nonsmooth convex optimization problem
- An efficient conjugate gradient method with strong convergence properties for non-smooth optimization
- A memory gradient method for non-smooth convex optimization
- Spectral distributed Lagrange multiplier method: algorithm and benchmark tests
- A multivariate spectral projected gradient method for bound constrained optimization
- Multivariate spectral gradient method for unconstrained optimization
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