Ergodic Results and Bounds on the Optimal Value in Subgradient Optimization
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منابع مشابه
Ergodic Convergence in Subgradient Optimization
When nonsmooth, convex minimizationproblems are solved by subgradientoptimizationmethods, the subgradients used will in general not accumulate to subgradients which verify the optimal-ity of a solution obtained in the limit. It is therefore not a straightforward task to monitor the progress of a subgradient method in terms of the approximate fulllment of optimality conditions. Further, certain ...
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Subgradient methods are popular tools for nonsmooth, convex minimization , especially in the context of Lagrangean relaxation; their simplicity has been a main contribution to their success. As a consequence of the nonsmoothness, it is not straightforward to monitor the progress of a subgradient method in terms of the approximate fulllment of optimality conditions, since the subgradients used i...
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