Subgradient method with feasible inexact projections for constrained convex optimization problems
From MaRDI portal
(Redirected from Publication:5045169)
Abstract: In this paper, we propose a new inexact version of the projected subgradient method to solve nondifferentiable constrained convex optimization problems. The method combine -subgradient method with a procedure to obtain a feasible inexact projection onto the constraint set. Asymptotic convergence results and iteration-complexity bounds for the sequence generated by the method employing the well known exogenous stepsizes, Polyak's stepsizes, and dynamic stepsizes are established.
Recommendations
- Subgradient projection algorithms and approximate solutions of convex feasibility problems
- scientific article; zbMATH DE number 4016617
- Subgradient projection algorithms for convex feasibility problems in the presence of computational errors
- A projection subgradient method for solving optimization with variational inequality constraints
- On The Behavior of Subgradient Projections Methods for Convex Feasibility Problems in Euclidean Spaces
- The projected subgradient algorithm in convex optimization
- A parallel subgradient projections method for the convex feasibility problem
- scientific article; zbMATH DE number 11412
- Subgradient projection algorithms for constrained nonsmooth optimization II: nonlinear constraints†
- Projected subgradient techniques and viscosity methods for optimization with variational inequality constraints
Cites work
- A conditional gradient method with linear rate of convergence for solving convex linear systems
- A hybrid approximate extragradient-proximal point algorithm using the enlargement of a maximal monotone operator
- A subgradient method for vector optimization problems
- Accelerated and inexact forward-backward algorithms
- Conditional gradient sliding for convex optimization
- Convergence of a simple subgradient level method
- Convergence of some algorithms for convex minimization
- Convergence rate of incremental subgradient algorithms
- Full convergence of the steepest descent method with inexact line searches
- scientific article; zbMATH DE number 4015993 (Why is no real title available?)
- scientific article; zbMATH DE number 439380 (Why is no real title available?)
- scientific article; zbMATH DE number 1818892 (Why is no real title available?)
- scientific article; zbMATH DE number 2121575 (Why is no real title available?)
- scientific article; zbMATH DE number 3894826 (Why is no real title available?)
- scientific article; zbMATH DE number 5060482 (Why is no real title available?)
- scientific article; zbMATH DE number 3304564 (Why is no real title available?)
- Incremental subgradient methods for nondifferentiable optimization
- Introductory lectures on convex optimization. A basic course.
- Linear programming: foundations and extensions
- Methods of descent for nondifferentiable optimization
- Newton's method with feasible inexact projections for solving constrained generalized equations
- On the projected subgradient method for nonsmooth convex optimization in a Hilbert space
- Practical augmented Lagrangian methods for constrained optimization
- Simplified versions of the conditional gradient method
- Smoothing functions for second-order-cone complementarity problems
- Strong convergence of projected subgradient methods for nonsmooth and nonstrictly convex minimization
- Subgradient algorithms on Riemannian manifolds of lower bounded curvatures
- Subgradient methods for huge-scale optimization problems
- The effect of deterministic noise in subgradient methods
Cited in
(16)- Inexact proximal \(\epsilon\)-subgradient methods for composite convex optimization problems
- On the inexact scaled gradient projection method
- Subgradient projection algorithms for convex feasibility on Riemannian manifolds with lower bounded curvatures
- Polyak's subgradient method with simplified projection for nondifferentiable optimization with linear constraints
- scientific article; zbMATH DE number 11412 (Why is no real title available?)
- scientific article; zbMATH DE number 29728 (Why is no real title available?)
- scientific article; zbMATH DE number 1264397 (Why is no real title available?)
- scientific article; zbMATH DE number 1264398 (Why is no real title available?)
- A subgrid projection method for relaxation of non-attainable differential inclusions
- Extrapolated cyclic subgradient projection methods for the convex feasibility problems and their numerical behaviour
- An infeasible-point subgradient method using adaptive approximate projections
- scientific article; zbMATH DE number 1437399 (Why is no real title available?)
- Projection-free accelerated method for convex optimization
- Inexact primal-dual gradient projection methods for nonlinear optimization on convex set
- Convergence of quasi-Newton methods for solving constrained generalized equations
- Extragradient method with feasible inexact projection to variational inequality problem
This page was built for publication: Subgradient method with feasible inexact projections for constrained convex optimization problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5045169)
