Quasi-monotone subgradient methods for nonsmooth convex minimization. (English) Zbl 1330.90078
The authors present new subgradient methods for solving nonsmooth convex minimization problems in a finite dimensional setting. It is shown that, by using special multiple averaging schemes, these methods generate convergent minimizing sequences. Applications to primal-dual problems and numerical experiments are provided.
Reviewer: Nicolae Popovici (Cluj-Napoca)
MSC:
90C25 | Convex programming |
90C47 | Minimax problems in mathematical programming |
68Q25 | Analysis of algorithms and problem complexity |
Keywords:
convex optimization; nonsmooth optimization; subgradient methods; multiple averaging; rate of convergence; primal-dual methodsReferences:
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