Subgradient algorithms for solving variable inequalities
Optimization and Control
2014-09-10 v2
Abstract
In this paper we consider the variable inequality problem, that is, to find a solution of the inclusion given by the sum of a function and a point-to-cone application. This problem can be seen as a generalization of the classical system inequality problem taking a variable order structure. Exploiting this special structure, we propose two variants of the subgradient algorithm for solving a system of variable inequalities. The convergence analysis is given under convex-like conditions which, when the point-to-cone application is constant, contains the old subgradient schemes.
Cite
@article{arxiv.1403.5784,
title = {Subgradient algorithms for solving variable inequalities},
author = {J. Y. Bello Cruz and L. R. Lucambio Perez and G. Bouza Allende},
journal= {arXiv preprint arXiv:1403.5784},
year = {2014}
}