A subgradient method with non-monotone line search
نویسندگان
چکیده
In this paper we present a subgradient method with non-monotone line search for the minimization of convex functions simple constraints. Different from standard prefixed step sizes, new selects sizes in an adaptive way. Under mild conditions asymptotic convergence results and iteration-complexity bounds are obtained. Preliminary numerical illustrate relative efficiency proposed method.
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ژورنال
عنوان ژورنال: Computational Optimization and Applications
سال: 2022
ISSN: ['0926-6003', '1573-2894']
DOI: https://doi.org/10.1007/s10589-022-00438-z