- Title
- Subgradient Method for Nonconvex Nonsmooth Optimization
- Creator
- Bagirov, Adil; Jin, L.; Karmitsa, Napsu; Al Nuaimat, A.; Sultanova, Nargiz
- Date
- 2012
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/31879
- Identifier
- vital:4733
- Identifier
-
https://doi.org/10.1007/s10957-012-0167-6
- Identifier
- ISSN:0022-3239
- Abstract
- In this paper, we introduce a new method for solving nonconvex nonsmooth optimization problems. It uses quasisecants, which are subgradients computed in some neighborhood of a point. The proposed method contains simple procedures for finding descent directions and for solving line search subproblems. The convergence of the method is studied and preliminary results of numerical experiments are presented. The comparison of the proposed method with the subgradient and the proximal bundle methods is demonstrated using results of numerical experiments. © 2012 Springer Science+Business Media, LLC.
- Relation
- Journal of Optimization Theory and Applications Vol.157, no.2 (2012), p.416–435
- Rights
- Copyright 2012 Springer Science+Business Media, LLC
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0102 Applied Mathematics; 0103 Numerical and Computational Mathematics; 0906 Electrical and Electronic Engineering; Bundle method; Nonconvex optimization; Nonsmooth optimization; Subgradient method
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