- Title
- A generalized subgradient method with piecewise linear subproblem
- Creator
- Bagirov, Adil; Ganjehlou, Asef Nazari; Tor, Hakan; Ugon, Julien
- Date
- 2010
- Type
- Text; Journal article
- Identifier
- http://researchonline.federation.edu.au/vital/access/HandleResolver/1959.17/53750
- Identifier
- vital:3807
- Identifier
- ISSN:1492-8760
- Abstract
- In this paper, a new version of the quasisecant method for nonsmooth nonconvex optimization is developed. Quasisecants are overestimates to the objective function in some neighborhood of a given point. Subgradients are used to obtain quasisecants. We describe classes of nonsmooth functions where quasisecants can be computed explicitly. We show that a descent direction with suffcient decrease must satisfy a set of linear inequalities. In the proposed algorithm this set of linear inequalities is solved by applying the subgradient algorithm to minimize a piecewise linear function. We compare results of numerical experiments between the proposed algorithm and subgradient method. Copyright © 2010 Watam Press.
- Relation
- Dynamics of Continuous, Discrete and Impulsive Systems Series B: Applications and Algorithms Vol. 17, no. 5 (2010), p. 621-638
- Rights
- Copyright Springer
- Rights
- This metadata is freely available under a CCO license
- Subject
- Bundle method; Nonconvex optimization; Nonsmooth optimization; Subdifferential; Subgradient methods
- Reviewed
- Hits: 3922
- Visitors: 3673
- Downloads: 2
| Thumbnail | File | Description | Size | Format |
|---|