- Title
- An inexact modified subgradient algorithm for nonconvex optimization
- Creator
- Burachik, Regina; Kaya, Yalcin; Mammadov, Musa
- Date
- 2008
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/60305
- Identifier
- vital:154
- Identifier
-
https://doi.org/10.1007/s10589-008-9168-7
- Identifier
- ISSN:0926-6003
- Abstract
- We propose and analyze an inexact version of the modified subgradient (MSG) algorithm, which we call the IMSG algorithm, for nonsmooth and nonconvex optimization over a compact set. We prove that under an approximate, i.e. inexact, minimization of the sharp augmented Lagrangian, the main convergence properties of the MSG algorithm are preserved for the IMSG algorithm. Inexact minimization may allow to solve problems with less computational effort. We illustrate this through test problems, including an optimal bang-bang control problem, under several different inexactness schemes. © 2008 Springer Science+Business Media, LLC.; C1
- Publisher
- Springer
- Relation
- Computational Optimization and Applications Vol. , no. (2008), p. 1-24
- Rights
- Centre for Informatics and Applied Optimization
- Rights
- Copyright Springer
- Rights
- Open Access
- Rights
- This metadata is freely available under a CCO license
- Subject
- 0802 Computation Theory and Mathematics; Bang-bang control; Inexact minimization; Modified subgradient method; Nonconvex optimization; Nonsmooth optimization; Sharp augmented lagrangian
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