• Title/Summary/Keyword: Nonsmooth convex optimization

Search Result 6, Processing Time 0.018 seconds

A SYNCRO-PARALLEL NONSMOOTH PGD ALGORITHM FOR NONSMOOTH OPTIMIZATION

  • Feng, Shan;Pang, Li-Ping
    • Journal of applied mathematics & informatics
    • /
    • v.24 no.1_2
    • /
    • pp.333-342
    • /
    • 2007
  • A nonsmooth PGD scheme for minimizing a nonsmooth convex function is presented. In the parallelization step of the algorithm, a method due to Pang, Han and Pangaraj (1991), [7], is employed to solve a subproblem for constructing search directions. The convergence analysis is given as well.

A QUASI-NEWTON BUNDLE METHOD BASED ON APPROXIMATE SUBGRADIENTS

  • Jie, Shen;Pang, Li-Ping
    • Journal of applied mathematics & informatics
    • /
    • v.23 no.1_2
    • /
    • pp.361-367
    • /
    • 2007
  • In this paper we propose an implementable method for solving a nonsmooth convex optimization problem by combining Moreau-Yosida regularization, bundle and quasi-Newton ideas. The method we propose makes use of approximate subgradients of the objective function, which makes the method easier to implement. We also prove the convergence of the proposed method under some additional assumptions.

A MODIFIED BFGS BUNDLE ALGORITHM BASED ON APPROXIMATE SUBGRADIENTS

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
    • /
    • v.28 no.5_6
    • /
    • pp.1239-1248
    • /
    • 2010
  • In this paper, an implementable BFGS bundle algorithm for solving a nonsmooth convex optimization problem is presented. The typical method minimizes an approximate Moreau-Yosida regularization using a BFGS algorithm with inexact function and the approximate gradient values which are generated by a finite inner bundle algorithm. The approximate subgradient of the objective function is used in the algorithm, which can make the algorithm easier to implement. The convergence property of the algorithm is proved under some additional assumptions.

DIFFERENCE OF TWO SETS AND ESTIMATION OF CLARKE GENERALIZED JACOBIAN VIA QUASIDIFFERENTIAL

  • Gao, Yan
    • Journal of applied mathematics & informatics
    • /
    • v.8 no.2
    • /
    • pp.473-489
    • /
    • 2001
  • The notion of difference for two convex compact sets in Rⁿ, proposed by Rubinov et al, is generalized to R/sub mxn/. A formula of the difference for the two sets, which are convex hulls of a finite number of points, is developed. In the light of this difference, the relation between Clarke generalized Jacobian and quasidifferential, in the sense of Demyanov and Rubinov, for a nonsnooth function, is established. Based on the relation, the method of estimating Clarke generalized Jacobian via quasidifferential for a certain class of function, is presented.

A SUPERLINEAR $\mathcal{VU}$ SPACE-DECOMPOSITION ALGORITHM FOR SEMI-INFINITE CONSTRAINED PROGRAMMING

  • Huang, Ming;Pang, Li-Ping;Lu, Yuan;Xia, Zun-Quan
    • Journal of applied mathematics & informatics
    • /
    • v.30 no.5_6
    • /
    • pp.759-772
    • /
    • 2012
  • In this paper, semi-infinite constrained programming, a class of constrained nonsmooth optimization problems, are transformed into unconstrained nonsmooth convex programs under the help of exact penalty function. The unconstrained objective function which owns the primal-dual gradient structure has connection with $\mathcal{VU}$-space decomposition. Then a $\mathcal{VU}$-space decomposition method can be applied for solving this unconstrained programs. Finally, the superlinear convergence algorithm is proved under certain assumption.

THE LAYOUT PROBLEM OF TWO KINDS OF GRAPH ELEMENTS WITH PERFORMANCE CONSTRAINTS AND ITS OPTIMALITY CONDITIONS

  • ZHANG XU;LANG YANHUAI;FENG ENMIN
    • Journal of applied mathematics & informatics
    • /
    • v.20 no.1_2
    • /
    • pp.209-224
    • /
    • 2006
  • This paper presents an optimization model with performance constraints for two kinds of graph elements layout problem. The layout problem is partitioned into finite subproblems by using graph theory and group theory, such that each subproblem overcomes its on-off nature about optimal variable. Furthermore each subproblem is relaxed and the continuity about optimal variable doesn't change. We construct a min-max problem which is locally equivalent to the relaxed subproblem and develop the first order necessary and sufficient conditions for the relaxed subproblem by virtue of the min-max problem and the theories of convex analysis and nonsmooth optimization. The global optimal solution can be obtained through the first order optimality conditions.