Incremental subgradient algorithms with dynamic step sizes for separable convex optimizations

DOI10.1002/MMA.8958MaRDI QIDQ6140717zbMATH OpenFDO

Authors Dan Yang, Xiangmei Wang

Publication date 2 January 2024

Published in Mathematical Methods in the Applied Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/MMA.8958

zbMATH Keywords

diminishing step sizedynamic step sizeincremental subgradient algorithmseparable convex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• A merit function approach to the subgradient method with averaging
• A New Class of Incremental Gradient Methods for Least Squares Problems
• An Incremental Gradient(-Projection) Method with Momentum Term and Adaptive Stepsize Rule
• An inexact modified subgradient algorithm for primal-dual problems via augmented Lagrangians
• Characterizations of strict local minima and necessary conditions for weak sharp minima
• Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass
• Convergence of a generalized subgradient method for nondifferentiable convex optimization
• Convergence of a simple subgradient level method
• Convex Analysis
• scientific article; zbMATH DE number 3830713 (Why is no real title available?)
• scientific article; zbMATH DE number 3953655 (Why is no real title available?)
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• Incremental gradient algorithms with stepsizes bounded away from zero
• Incremental subgradient methods for nondifferentiable optimization
• On the convergence of conditional -subgradient methods for convex programs and convex-concave saddle-point problems.
• Primal-dual subgradient methods for convex problems
• Solving integer minimum cost flows with separable convex cost objective polynomially
• The incremental Gauss-Newton algorithm with adaptive stepsize rule
• Weak Sharp Minima: Characterizations and Sufficient Conditions

Cited in

(1)

• A Markovian Incremental Stochastic Subgradient Algorithm

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