Selection strategies in projection methods for convex minimization problems

• Autorzy: Andrzej Cegielski , Robert Dylewski
• Języki publikacji: EN

Abstrakty

EN

We propose new projection method for nonsmooth convex minimization problems. We present some method of subgradient selection, which is based on the so called residual selection model and is a generalization of the so called obtuse cone model. We also present numerical results for some test problems and compare these results with some other convex nonsmooth minimization methods. The numerical results show that the presented selection strategies ensure long steps and lead to an essential acceleration of the convergence of projection methods.

Słowa kluczowe

EN

convex minimization; projection method; long steps; residual selection; obtuse cone selection

Kategorie tematyczne

• 65K05: Mathematical programming methods
• 90C25: Convex programming

• Wydawca: Faculty of Mathematics, Computer Science and Econometrics, University of Zielona Góra
• Czasopismo: Discussiones Mathematicae, Differential Inclusions, Control and Optimization
• Rocznik: 2002
• Tom: 22
• Numer: 1
• Strony: 97-123

Daty

wydano

2002

otrzymano

2002-03-20

Twórcy

autor

Andrzej Cegielski

• Institute of Mathematics, University of Zielona Góra, ul. Podgórna 50, 65-246 Zielona Góra, Poland

autor

Robert Dylewski

• Institute of Mathematics, University of Zielona Góra, ul. Podgórna 50, 65-246 Zielona Góra, Poland

Bibliografia

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Identyfikatory

DOI

10.7151/dmgt.1034