A Projected Subgradient Method for Nonsmooth Problems

Alexander J. Zaslavski
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Alexander J. Zaslavski: The Technion – Israel Institute of Technology

Chapter Chapter 8 in Numerical Optimization with Computational Errors, 2016, pp 119-136 from Springer

Abstract: Abstract In this chapter we study the convergence of the projected subgradient method for a class of constrained optimization problems in a Hilbert space. For this class of problems, an objective function is assumed to be convex but a set of admissible points is not necessarily convex. Our goal is to obtain an ε-approximate solution in the presence of computational errors, where ε is a given positive number.

Keywords: Subgradient Projection Method; Computational Errors; Constrained Optimization Problem; Admissible Points; Hilbert Space (search for similar items in EconPapers)
Date: 2016
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-319-30921-7_8

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DOI: 10.1007/978-3-319-30921-7_8

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