A DESCENT METHOD WITH LINEAR-PROGRAMMING SUBPROBLEMS FOR NONDIFFERENTIABLE CONVEX-OPTIMIZATION

Citation
Sh. Kim et al., A DESCENT METHOD WITH LINEAR-PROGRAMMING SUBPROBLEMS FOR NONDIFFERENTIABLE CONVEX-OPTIMIZATION, Mathematical programming, 71(1), 1995, pp. 17-28
Citations number
20
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Science Software Graphycs Programming
Journal title
ISSN journal
00255610
Volume
71
Issue
1
Year of publication
1995
Pages
17 - 28
Database
ISI
SICI code
0025-5610(1995)71:1<17:ADMWLS>2.0.ZU;2-M
Abstract
Most of the descent methods developed so far suffer from the computati onal burden due to a sequence of constrained quadratic subproblems whi ch are needed to obtain a descent direction. In this paper we present a class of proximal-type descent methods with a new direction-finding subproblem. Especially, two of them have a linear programming subprobl em instead of a quadratic subproblem. Computational experience of thes e two methods has been performed on two well-known test problems. The results show that these methods are another very promising approach fo r nondifferentiable convex optimization.