English

An Inexact Deflected Subgradient Algorithm in Infinite Dimensional spaces

Optimization and Control 2023-02-07 v1

Abstract

We propose a duality scheme for solving constrained nonsmooth and nonconvex optimization problems in a reflexive Banach space. We establish strong duality for a very general type of augmented Lagrangian, in which we assume a less restrictive type of coercivity on the augmenting function. We solve the dual problem (in a Hilbert space) using a deflected subgradient method via this general augmented Lagrangian. We provide two choices of step-size for the method. For both choices, we prove that every weak accumulation point of the primal sequence is a primal solution. We also prove strong convergence of the dual sequence.

Keywords

Cite

@article{arxiv.2302.02072,
  title  = {An Inexact Deflected Subgradient Algorithm in Infinite Dimensional spaces},
  author = {Regina S. Burachik and Xuemei Liu},
  journal= {arXiv preprint arXiv:2302.02072},
  year   = {2023}
}
R2 v1 2026-06-28T08:31:51.549Z