A two-point heuristic to calculate the stepsize in subgradient method with application to a network design problem
We introduce a heuristic rule for calculating the stepsize in the subgradient method for unconstrained convex nonsmooth optimization which, unlike the classic approach, is based on retaining some information from previous iteration. The rule is inspired by the well known two-point stepsize by Barzil...
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| Principais autores: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Elsevier
2024-01-01
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| Serier: | EURO Journal on Computational Optimization |
| Fag: | |
| Online adgang: | http://www.sciencedirect.com/science/article/pii/S2192440624000091 |
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