A non-monotone conjugate subgradient type method for minimization of convex functions

DOI10.1007/S10957-019-01589-6zbMATH Open1432.90114OpenAlexW2975171292WikidataQ127201451 ScholiaQ127201451MaRDI QIDQ2302755FDOQ2302755

Authors Yanyan Li 

Publication date 26 February 2020

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1904.06342

zbMATH Keywords

non-differentiable functionsconvergence propertiesconjugate subgradient methodconvex minimization problemssimple step-size choice

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

Abstract: We suggest a conjugate subgradient type method without any line-search for minimization of convex non differentiable functions. Unlike the custom methods of this class, it does not require monotone decrease of the goal function and reduces the implementation cost of each iteration essentially. At the same time, its step-size procedure takes into account behavior of the method along the iteration points. Preliminary results of computational experiments confirm efficiency of the proposed modification.

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Cited in

(11)

• Quasi-monotone subgradient methods for nonsmooth convex minimization
• scientific article; zbMATH DE number 2011602 (Why is no real title available?)
• A subgradient method with non-monotone line search
• scientific article; zbMATH DE number 3995464 (Why is no real title available?)
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• Conjugate gradient type methods for the nondifferentiable convex minimization
• Application of the method of conjugate subgradients to minimization of quasiconvex functions
• Combined subgradient monotone methods for minimization of nonsmooth functions
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• scientific article; zbMATH DE number 3894844 (Why is no real title available?)
• Method of conjugate subgradients with constrained memory

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