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Selection strategies in projection methods for convex minimization problems

Andrzej Cegielski, Robert Dylewski (2002)

Discussiones Mathematicae, Differential Inclusions, Control and Optimization

We propose new projection method for nonsmooth convex minimization problems. We present some method of subgradient selection, which is based on the so called residual selection model and is a generalization of the so called obtuse cone model. We also present numerical results for some test problems and compare these results with some other convex nonsmooth minimization methods. The numerical results show that the presented selection strategies ensure long steps and lead to an essential acceleration...

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