A subgradient method with non-monotone line search - Aix-Marseille Université Access content directly
Journal Articles Computational Optimization and Applications Year : 2023

A subgradient method with non-monotone line search

Abstract

In this paper we present a subgradient method with non-monotone line search for the minimization of convex functions with simple convex constraints. Different from the standard subgradient method with prefixed step sizes, the new method selects the step sizes in an adaptive way. Under mild conditions asymptotic convergence results and iteration-complexity bounds are obtained. Preliminary numerical results illustrate the relative efficiency of the proposed method.
Fichier principal
Vignette du fichier
Subgradient_non_monotone_linesearch.pdf (2.76 Mo) Télécharger le fichier
Origin : Files produced by the author(s)

Dates and versions

hal-03880925 , version 1 (01-12-2022)

Identifiers

Cite

O P Ferreira, G N Grapiglia, E M Santos, J C O Souza. A subgradient method with non-monotone line search. Computational Optimization and Applications, 2023, 84 (2), pp.397-420. ⟨10.1007/s10589-022-00438-z⟩. ⟨hal-03880925⟩
23 View
20 Download

Altmetric

Share

Gmail Facebook X LinkedIn More