A generalized projection-based scheme for solving convex constrained optimization problems
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Publication:721952
DOI10.1007/S10589-018-9991-4zbMATH Open1393.90084arXiv1803.05617OpenAlexW2792534692WikidataQ130189612 ScholiaQ130189612MaRDI QIDQ721952FDOQ721952
Authors: Aviv Gibali, Karl-Heinz Küfer, Daniel Reem, Philipp Süss 
Publication date: 20 July 2018
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Abstract: In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility problems by iteratively constraining the objective function from above until the feasibility problem is inconsistent. For each of the feasibility problems one may apply any of the existing projection methods for solving it. In particular, the scheme allows the use of subgradient projections and does not require exact projections onto the constraints sets as in existing similar methods. We also apply the newly introduced concept of superiorization to optimization formulation and compare its performance to our scheme. We provide some numerical results for convex quadratic test problems as well as for real-life optimization problems coming from medical treatment planning.
Full work available at URL: https://arxiv.org/abs/1803.05617
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Numerical optimization and variational techniques (65K10) Convex programming (90C25) Numerical methods for variational inequalities and related problems (65K15)
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Cited In (17)
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