D4 Julkaistu kehittämis- tai tutkimusraportti tai -selvitys

A New Subgradient Based Method for Nonsmooth DC Programming




TekijätAdil M. Bagirov, Sona Taheri, Kaisa Joki, Napsu Karmitsa, Marko M. Mäkelä

KustantajaTurku Centre for Computer Science

KustannuspaikkaTurku

Julkaisuvuosi2019

Sarjan nimiTUCS Technical Report

Numero sarjassa1201

ISBN978-952-12-3791-1

ISSN1239-1891

Rinnakkaistallenteen osoitehttps://research.utu.fi/converis/portal/detail/Publication/44006803


Tiivistelmä

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.
This reprint may differ from the original in pagination and typographic detail. Please cite the original version.





Last updated on 2024-26-11 at 11:59