نتایج جستجو برای: fuzzy subgradient

تعداد نتایج: 90857  

Journal: :IEEE Transactions on Automatic Control 2017

Journal: :Math. Program. 2011
Ilan Lobel Asuman E. Ozdaglar Diego Feijer

Abstract We study distributed algorithms for solving global optimization problems in which the objective function is the sum of local objective functions of agents and the constraint set is given by the intersection of local constraint sets of agents. We assume that each agent knows only his own local objective function and constraint set, and exchanges information with the other agents over a ...

Journal: :CoRR 2017
Thomas Holding Ioannis Lestas

We consider the problem of convergence to a saddle point of a concave-convex function via gradient dynamics. Since first introduced by Arrow, Hurwicz and Uzawa in [1] such dynamics have been extensively used in diverse areas, there are, however, features that render their analysis non trivial. These include the lack of convergence guarantees when the function considered is not strictly concave-...

Journal: :SIAM Journal on Optimization 2001
Angelia Nedic Dimitri P. Bertsekas

We consider a class of subgradient methods for minimizing a convex function that consists of the sum of a large number of component functions. This type of minimization arises in a dual context from Lagrangian relaxation of the coupling constraints of large scale separable problems. The idea is to perform the subgradient iteration incrementally, by sequentially taking steps along the subgradien...

Journal: :Math. Program. 2015
Yair Censor Daniel Reem

The convex feasibility problem (CFP) is at the core of the modeling of many problems in various areas of science. Subgradient projection methods are important tools for solving the CFP because they enable the use of subgradient calculations instead of orthogonal projections onto the individual sets of the problem. Working in a real Hilbert space, we show that the sequential subgradient projecti...

Journal: :SIAM Journal on Optimization 2009
Angelia Nedic Asuman E. Ozdaglar

In this paper, we study methods for generating approximate primal solutions as a by-product of subgradient methods applied to the Lagrangian dual of a primal convex (possibly nondifferentiable) constrained optimization problem. Our work is motivated by constrained primal problems with a favorable dual problem structure that leads to efficient implementation of dual subgradient methods, such as ...

2001
Dimitri P. Bertsekas

We consider a class of subgradient methods for minimizing a convex function that consists of the sum of a large number of component functions. This type of minimization arises in a dual context from Lagrangian relaxation of the coupling constraints of large scale separable problems. The idea is to perform the subgradient iteration incrementally, by sequentially taking steps along the subgradien...

2002
Angelia Nedic

Many optimization problems arising in various applications require minimization of an objective cost function that is convex but not di erentiable. Such a minimization arises, for example, in model construction, system identi cation, neural networks, pattern classi cation, and various assignment, scheduling, and allocation problems. To solve convex but not di erentiable problems, we have to emp...

2001
Linda Petzold Scott A. Miller Chris Kellett Murat Arcak Mike Larsen Dan Fontaine Kenan Ezal

An Inexact Bundle Method for Solving Large Structured Linear Matrix Inequalities

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