Computational Experience and Challenges with the Conjugate Epi-Projection Algorithms for Non-smooth Optimization

Autor:	E.A. Nurminski, Natalia B. Shamray
Rok vydání:	2020
Předmět:	Mathematical optimization Epigraph Quadratic equation Rate of convergence Computer science Convex optimization Convergence (routing) Conjugate variables Space (mathematics) Projection (linear algebra)
Zdroj:	Communications in Computer and Information Science ISBN: 9783030386023
DOI:	10.1007/978-3-030-38603-0_32
Popis:	This paper considers implementable versions of a conceptual convex optimization algorithm which provides a high-speed (super-linear, quadratic and finite) convergence for broad classes of convex optimization problems. The algorithm can be best viewed in the space of conjugate variables and as such it implicitly solves optimality conditions by sequential projection on the epigraph of conjugate function. The implementable version of this algorithm tries to solve projection problems approximately by construction of the inner approximations of the epigraph up to sufficient accuracy.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::f552faba54450e859f0c9a46643cbead https://doi.org/10.1007/978-3-030-38603-0_32 Zobrazit plný text záznamu