An Inexact Modified Subgradient Algorithm for Nonconvex Optimization ∗

An Inexact Modified Subgradient Algorithm for Nonconvex Optimization ∗ (2008)

by Regina S. Burachik , C. Yalçın , Kaya Musa Mammadov

Datum	Value	Source
TITLE	An Inexact Modified Subgradient Algorithm for Nonconvex Optimization ∗	SVM HeaderParse 0.2
AUTHOR NAME	Regina S. Burachik	SVM HeaderParse 0.2
AUTHOR NAME	C. Yalçın	SVM HeaderParse 0.2
AUTHOR NAME	Kaya Musa Mammadov	SVM HeaderParse 0.2
ABSTRACT	We propose and analyze an inexact version of the modified subgradient (MSG) algorithm, which we call the IMSG algorithm, for nonsmooth and nonconvex optimization over a compact set. We prove that under an approximate, i.e. inexact, minimization of the sharp augmented Lagrangian, the main convergence properties of the MSG algorithm are preserved for the IMSG algorithm. Inexact minimization may allow to solve problems with less computational effort. We illustrate this through test problems, including an optimal bang–bang control problem, under several different inexactness schemes.	SVM HeaderParse 0.2
YEAR	2008	SVM HeaderParse 0.2
CITATIONS	25 found	ParsCit 1.0