2020/06/15 by Ademir Alves Aguiar, Aguiar, Ademir Alves, O. P. Ferreira +3
Computer Science · Engineering · Mathematics · #49J52 #49M15 #65H10 #90C30 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques
paper · pdf · doi:10.48550/arxiv.2006.08770
openalex publication_date 2020/06/15 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we propose a new inexact version of the projected subgradient\nmethod to solve nondifferentiable constrained convex optimization problems. The\nmethod combine \ε-subgradient method with a procedure to obtain a\nfeasible inexact projection onto the constraint set. Asymptotic convergence\nresults and iteration-complexity bounds for the sequence generated by the\nmethod employing the well known exogenous stepsizes, Polyak's stepsizes, and\ndynamic stepsizes are established.\n