论文标题

亚级别的方法具有可行的不进行的未进行投影,以解决受约束的凸优化问题

Subgradient method with feasible inexact projections for constrained convex optimization problems

论文作者

Aguiar, Ademir Alves, Ferreira, Orizon Pereira, Prudente, Leandro da Fonseca

论文摘要

在本文中,我们提出了一种新的不精确版本的投影亚级别方法,以解决非不同的约束凸优化问题。该方法将$ε$ -Subgradient方法与一个过程结合在一起,以获取对约束集的可行的不精确投影。通过采用众所周知的外源性步骤,polyak的步骤和动态步骤的方法生成的序列的渐近收敛结果和迭代复杂性界限。

In this paper, we propose a new inexact version of the projected subgradient method to solve nondifferentiable constrained convex optimization problems. The method combine $ε$-subgradient method with a procedure to obtain a feasible inexact projection onto the constraint set. Asymptotic convergence results and iteration-complexity bounds for the sequence generated by the method employing the well known exogenous stepsizes, Polyak's stepsizes, and dynamic stepsizes are established.

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