Modified spectral projected subgradient method: convergence analysis and momentum parameter heuristics

MaRDI QIDQ1653958zbMATH OpenFDO

Authors Samantha Clapp, Charles Cratty, Breeanna Page, Milagros C. Loreto

Publication date 7 August 2018

Published in Bulletin of Computational Applied Mathematics (Search for Journal in Brave)

Full work available at URL http://drive.google.com/open?id=0B5GyVVQ6O030VU5fVFZ4VXpFZVk

zbMATH Keywords

spectral projected gradientsubgradient methodsmomentum term

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

• scientific article; zbMATH DE number 3282977 (Why is no real title available?)
• A Heuristic Method for the Set Covering Problem
• A Nonmonotone Line Search Technique for Newton’s Method
• Algorithm 813
• An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule
• Convergence analysis for the modified spectral projected subgradient method
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• Spectral projected subgradient with a momentum term for the Lagrangean dual approach
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem

Cited in

(3)

• Spectral projected subgradient with a momentum term for the Lagrangean dual approach
• A numerical study of applying spectral-step subgradient method for solving nonsmooth unconstrained optimization problems
• Convergence analysis for the modified spectral projected subgradient method

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• SPG
• OR-Library

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