A Subgrudient Method for Unconstrained Nonconvex Nonsmooth Optimization

Authors

  • Morteza Maleknia University of Isfahan, Mathematics Department, Optimization

DOI:

https://doi.org/10.30495/jme.v11i0.528

Keywords:

Nonsmooth Optimization, Subgradient Method

Abstract

We propose an iterative method that solves an unconstrained nonconvex nonsmooth optimization problem. The proposed method is a descent method that uses subgradients at each iteration and contains a very simple procedures for finding descent directions and for solving line search subproblems. The convergence of the algorithms will be studied.

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Published

2017-08-02

Issue

Vol. 11

Section

Vol. 11, No. 3, (2017)

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