English

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 O(ε2r)\mathcal{O}(\varepsilon^{-2r}) for all r>1r> 1, the complexity of the latter is O(ε2)\mathcal{O}(\varepsilon^{-2}). We perform some comparisons between these two methods using several test examples.

Keywords

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

R2 v1 2026-06-23T21:45:33.714Z