• Title/Summary/Keyword: subgradients

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AN EXTENDED THEOREM FOR GRADIENTS AND SUBGRADIENTS

  • Rhee, Hyang Joo
    • Journal of the Chungcheong Mathematical Society
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    • v.24 no.2
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    • pp.351-357
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    • 2011
  • In this paper, we introduce certain concepts which we will provide us with a perspective and insight into the problem of calculating best approximations. The material of this paper will be mainly, but not only, used in developing algorithms for the one-sided and two-sided sided approximation problem.

A QUASI-NEWTON BUNDLE METHOD BASED ON APPROXIMATE SUBGRADIENTS

  • Jie, Shen;Pang, Li-Ping
    • Journal of applied mathematics & informatics
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    • v.23 no.1_2
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    • pp.361-367
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    • 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
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    • v.28 no.5_6
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    • pp.1239-1248
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    • 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.