On convergence rates of subgradient optimization methods

DOI10.1007/BF01584346zbMATH Open0368.90119OpenAlexW2008164266MaRDI QIDQ4145170FDOQ4145170

Authors: Jean-Louis Goffin 

Publication date: 1977

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01584346

Mathematics Subject Classification ID

Nonlinear programming (90C30) Rate of convergence, degree of approximation (41A25)

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Cited In (55)

• Stochastic algorithms with geometric step decay converge linearly on sharp functions
• Polyak minorant method for convex optimization
• Efficient randomized block Kaczmarz method for linear feasibility
• Survey of Bundle Methods for Nonsmooth Optimization
• An automatic relaxation method for solving interval linear inequalities
• A Lagrangian relaxation approach to the edge-weighted clique problem
• Large-scale mixed integer programming: Benders-type heuristics
• Train timetabling for an urban rail transit line using a Lagrangian relaxation approach
• A generalization of Polyak's convergence result for subgradient optimization
• Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence
• A modified subgradient algorithm for Lagrangean relaxation
• Essentials of numerical nonsmooth optimization
• Subgradient methods for sharp weakly convex functions
• A surrogate heuristic for set covering problems
• Exact Recovery of Multichannel Sparse Blind Deconvolution via Gradient Descent
• Two-direction subgradient method for non-differentiable optimization problems
• Block stochastic gradient iteration for convex and nonconvex optimization
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• First-order algorithm with \({\mathcal{O}(\ln(1/\epsilon))}\) convergence for \({\epsilon}\)-equilibrium in two-person zero-sum games
• Convergence of a cyclic ellipsoid algorithm for systems of linear equalities
• Spectral projected subgradient with a momentum term for the Lagrangean dual approach
• A new method for strong-weak linear bilevel programming problem
• A Lagrangian relaxation approach to solving the integrated pick-up/drop-off point and AGV flowpath design problem
• Discrete minimax problem: Algorithms and numerical comparisons
• Enhanced models and improved solution for competitive biofuel supply chain design under land use constraints
• The prize collecting Steiner tree problem: models and Lagrangian dual optimization approaches
• Capacitated disassembly scheduling with random demand
• A Lagrangian relaxation approach to large-scale flow interception problems
• A Benders decomposition based heuristic for the hierarchical production planning problem
• A simple nearly optimal restart scheme for speeding up first-order methods
• Lagrangian-relaxation-based solution procedures for a multiproduct capacitated facility location problem with choice of facility type
• Solving the anti-covering location problem using Lagrangian relaxation
• Modified Fejér sequences and applications
• Successive relaxation method for minimization of functionals and some efficiency estimates
• Lagrangian relaxation of the generic materials and operations planning model
• Coordination between strategic forest management and tactical logistic and production planning in the forestry supply chain
• Smooth minimization of non-smooth functions
• Convergence rates of subgradient methods for quasi-convex optimization problems
• Weakly convex optimization over Stiefel manifold using Riemannian subgradient-type methods
• The edge-disjoing steiner problem in graphs
• On a space extension algorithm for nondifferentiable optimization
• Assignment of tools to machines in a flexible manufacturing system
• On some difficult linear programs coming from set partitioning
• Convergence criteria for generalized gradient methods of solving locally Lipschitz feasibility problems
• Parallel machine scheduling with earliness--tardiness penalties and additional resource con\-straints.
• Using logical surrogate information in Lagrangean relaxation: An application to symmetric traveling salesman problems
• Scaling techniques for \(\epsilon\)-subgradient methods
• A decomposition technique for mixed integer programming problems
• Parallel subgradient algorithm with block dual decomposition for large-scale optimization
• Faster subgradient methods for functions with Hölderian growth
• Nonconvex Robust Low-Rank Matrix Recovery
• A projection method for least-squares solutions to overdetermined systems of linear inequalities
• A variable target value method for nondifferentiable optimization
• Two ``well-known properties of subgradient optimization
• Essentials of numerical nonsmooth optimization

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