D4 Julkaistu kehittämis- tai tutkimusraportti tai -selvitys
A New Subgradient Based Method for Nonsmooth DC Programming
Tekijät: Adil M. Bagirov, Sona Taheri, Kaisa Joki, Napsu Karmitsa, Marko M. Mäkelä
Kustantaja: Turku Centre for Computer Science
Kustannuspaikka: Turku
Julkaisuvuosi: 2019
Sarjan nimi: TUCS Technical Report
Numero sarjassa: 1201
ISBN: 978-952-12-3791-1
ISSN: 1239-1891
Rinnakkaistallenteen osoite: https://research.utu.fi/converis/portal/detail/Publication/44006803
The aggregate subgradient method is developed for solving unconstrained nonsmooth difference of convex (DC) optimization problems. The proposed method shares some similarities with both the subgradient and the bundle methods. Aggregate subgradients are defined as a convex combination of subgradients computed at null steps between two serious steps. At each iteration search directions are found using only two subgradients: the aggregate subgradient and a subgradient computed at the current null step. It is proved that the proposed method converges to a critical point of the DC optimization problem and also that the number of null steps between two serious steps is finite. The new method is tested using some academic test problems and compared with several other nonsmooth DC optimization solvers.
Ladattava julkaisu This is an electronic reprint of the original article. |