NONDESCENT SUBGRADIENT METHOD FOR NONSMOOTH CONSTRAINED MINIMIZATION
Author(s): Xu Hui-fu Department of Mathematics, Ningbo University, Ningbo 315211, Zhejiang Province, PRC.
Pages: 126-134
Year: 1994 Issue: 2
Journal: Numerical Mathematics A Journal of Chinese Universities English Series
Keyword: Nonsmooth constrained minimization; duality; subgradient method; stopping rule; convergence.;
Abstract: <正> A kind of nondecreasing subgradient algorithm with appropriate stopping rule has been proposed for nonsmooth constrained minimization problem. The dual theory is invoked in dealing with the stopping rule and general global minimiizing algorithm is employed as a subroutine of the algorithm. The method is expected to tackle a large class of nonsmooth constrained minimization problem.
Pages: 126-134
Year: 1994 Issue: 2
Journal: Numerical Mathematics A Journal of Chinese Universities English Series
Keyword: Nonsmooth constrained minimization; duality; subgradient method; stopping rule; convergence.;
Abstract: <正> A kind of nondecreasing subgradient algorithm with appropriate stopping rule has been proposed for nonsmooth constrained minimization problem. The dual theory is invoked in dealing with the stopping rule and general global minimiizing algorithm is employed as a subroutine of the algorithm. The method is expected to tackle a large class of nonsmooth constrained minimization problem.
Citations
- A. A. Goldstein. Optimization of lipschitz continuous functions [J]. Mathematical Programming . 1977 (1)
- N. Z. Shor. Utilization of the operation of space dilatation in the minimization of convex functions [J]. Cybernetics . 1972 (1)
- N. Z. Shor,L. P. Shabashova. Solution of minimax problems by the method of generalized gradient descent with dilatation of the space [J]. Cybernetics . 1972 (1)
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