Comparing different subgradient methods for solving convex optimization problems with functional constraints
Optimization and Control
2023-01-24 v2 Machine Learning
Abstract
We consider the problem of minimizing a convex, nonsmooth function subject to a closed convex constraint domain. The methods that we propose are reforms of subgradient methods based on Metel--Takeda's paper [Optimization Letters 15.4 (2021): 1491-1504] and Boyd's works [Lecture notes of EE364b, Stanford University, Spring 2013-14, pp. 1-39]. While the former has complexity for all , the complexity of the latter is . We perform some comparisons between these two methods using several test examples.
Cite
@article{arxiv.2101.01045,
title = {Comparing different subgradient methods for solving convex optimization problems with functional constraints},
author = {Thi Lan Dinh and Ngoc Hoang Anh Mai},
journal= {arXiv preprint arXiv:2101.01045},
year = {2023}
}
Comments
25 pages, 10 tables, 15 figures