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A Memoryless Gradient Method For Nosmooth Convex Optimization

Posted on:2017-08-11Degree:MasterType:Thesis
Country:ChinaCandidate:S N JiaFull Text:PDF
GTID:2310330482992404Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
Based on the Moreau-Yosida regularization and a modified line search technique, a new implementable memoryless gradient method is proposed for solving non-smooth convex optimization problems. Under some reasonable conditions, the proposed algorithm has global convergence. Preliminary numerical results show that the algorithm is effective.
Keywords/Search Tags:unconstrained convex optimization, memoryless gradient method, line search technique, Moreau-Yosida regularization, global convergence, numerical experiments
PDF Full Text Request
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