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

zbMath1398.65144MaRDI QIDQ1653958

Charles Cratty, Samantha Clapp, 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

subgradient methodsspectral projected gradientmomentum term

Mathematics Subject Classification ID

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

Related Items (1)

A numerical study of applying spectral-step subgradient method for solving nonsmooth unconstrained optimization problems

Uses Software

• SPG
• OR-Library

Cites Work

• Unnamed Item
• Spectral projected subgradient with a momentum term for the Lagrangean dual approach
• Convergence analysis for the modified spectral projected subgradient method
• The Barzilai and Borwein Gradient Method for the Large Scale Unconstrained Minimization Problem
• An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule
• Nonmonotone Spectral Projected Gradient Methods on Convex Sets
• A Nonmonotone Line Search Technique for Newton’s Method
• A Heuristic Method for the Set Covering Problem
• Algorithm 813
• Spectral residual method without gradient information for solving large-scale nonlinear systems of equations

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