Projection method with level control in convex minimization

Robert Dylewski

Discussiones Mathematicae, Differential Inclusions, Control and Optimization (2010)

  • Volume: 30, Issue: 1, page 101-120
  • ISSN: 1509-9407

Abstract

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We study a projection method with level control for nonsmoooth convex minimization problems. We introduce a changeable level parameter to level control. The level estimates the minimal value of the objective function and is updated in each iteration. We analyse the convergence and estimate the efficiency of this method.

How to cite

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Robert Dylewski. "Projection method with level control in convex minimization." Discussiones Mathematicae, Differential Inclusions, Control and Optimization 30.1 (2010): 101-120. <http://eudml.org/doc/271175>.

@article{RobertDylewski2010,
abstract = {We study a projection method with level control for nonsmoooth convex minimization problems. We introduce a changeable level parameter to level control. The level estimates the minimal value of the objective function and is updated in each iteration. We analyse the convergence and estimate the efficiency of this method.},
author = {Robert Dylewski},
journal = {Discussiones Mathematicae, Differential Inclusions, Control and Optimization},
keywords = {projection method; convex nondifferentiable minimization; level control; projectin method},
language = {eng},
number = {1},
pages = {101-120},
title = {Projection method with level control in convex minimization},
url = {http://eudml.org/doc/271175},
volume = {30},
year = {2010},
}

TY - JOUR
AU - Robert Dylewski
TI - Projection method with level control in convex minimization
JO - Discussiones Mathematicae, Differential Inclusions, Control and Optimization
PY - 2010
VL - 30
IS - 1
SP - 101
EP - 120
AB - We study a projection method with level control for nonsmoooth convex minimization problems. We introduce a changeable level parameter to level control. The level estimates the minimal value of the objective function and is updated in each iteration. We analyse the convergence and estimate the efficiency of this method.
LA - eng
KW - projection method; convex nondifferentiable minimization; level control; projectin method
UR - http://eudml.org/doc/271175
ER -

References

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  1. [1] A. Cegielski, Relaxation Methods in Convex Optimization Problems, Higher College of Engineering, Series Monographies, No. 67 (1993), Zielona Góra, Poland (Polish). 
  2. [2] A. Cegielski, A method of projection onto an acute cone with level control in convex minimization, Mathematical Programming 85 (1999), 469-490. Zbl0973.90057
  3. [3] A. Cegielski and R. Dylewski, Selection strategies in projection methods for convex minimization problems, Discuss. Math. Differential Inclusions, Control and Optimization 22 (2002), 97-123. doi:10.7151/dmdico.1034 Zbl1175.90310
  4. [4] A. Cegielski and R. Dylewski, Residual selection in a projection method for convex minimization problems, Optimization 52 (2003), 211-220. Zbl1057.49021
  5. [5] S. Kim, H. Ahn and S.-C. Cho, Variable target value subgradient method, Mathematical Programming 49 (1991), 359-369. Zbl0825.90754
  6. [6] K.C. Kiwiel, The efficiency of subgradient projection methods for convex optimization, part I: General level methods, SIAM J. Control and Optimization 34 (1996), 660-676. Zbl0846.90084
  7. [7] C. Lemaréchal, A.S. Nemirovskii and Yu.E. Nesterov, New variants of bundle methods, Mathematical Programming 69 (1995), 111-147. Zbl0857.90102
  8. [8] B.T. Polyak, Minimization of unsmooth functionals, Zh. Vychisl. Mat. i Mat. Fiz. 9 (1969), 509-521. 

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