论文标题
具有非蒙托酮线搜索的亚级别方法
A subgradient method with non-monotone line search
论文作者
论文摘要
在本文中，我们提出了一种亚级别的方法，该方法具有非蒙托酮线路搜索具有简单凸约限制的凸函数的最小化。与带有前缀的台阶大小的标准亚级别方法不同，新方法以自适应方式选择步骤大小。在轻度条件下，渐近收敛结果并获得了迭代复杂性界限。初步数值结果说明了该方法的相对效率。
In this paper we present a subgradient method with non-monotone line search for the minimization of convex functions with simple convex constraints. Different from the standard subgradient method with prefixed step sizes, the new method selects the step sizes in an adaptive way. Under mild conditions asymptotic convergence results and iteration-complexity bounds are obtained. Preliminary numerical results illustrate the relative efficiency of the proposed method.
