Nonsmooth Steepest Descent Method by Proximal Subdifferentials in Hilbert Spaces

نویسندگان

  • Zhou Wei
  • Qing Hai He
چکیده

In this paper, we first study a nonsmooth steepest descent method for nonsmooth functions defined on a Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for those functions satisfying prox-regularity and Lipschitz continuity. As an application, the established algorithm is used to search for the minimizer of a lower semicontinuous and convex function on a finite-dimensional space. A convergence theorem, as an extension and improvement of the existing converging result for twice continuously differentiable convex functions, is also presented therein.

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عنوان ژورنال:
  • J. Optimization Theory and Applications

دوره 161  شماره 

صفحات  -

تاریخ انتشار 2014