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

DOI10.1007/S10957-019-01589-6zbMATH Open1432.90114arXiv1904.06342OpenAlexW2975171292WikidataQ127201451 ScholiaQ127201451MaRDI QIDQ2302755FDOQ2302755

Yanyan Li

Publication date: 26 February 2020

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

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.

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

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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)

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Cited In (7)

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• Application of the method of conjugate subgradients to minimization of quasiconvex functions
• A subgradient method with non-monotone line search
• A method of conjugate subgradients for the minimization of functionals
• Title not available (Why is that?)
• Combined subgradient monotone methods for minimization of nonsmooth functions
• Title not available (Why is that?)

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