Показать сокращенную информацию
dc.contributor.author | Konnov I.V. | |
dc.date.accessioned | 2022-02-09T20:35:22Z | |
dc.date.available | 2022-02-09T20:35:22Z | |
dc.date.issued | 2021 | |
dc.identifier.issn | 1055-6788 | |
dc.identifier.uri | https://dspace.kpfu.ru/xmlui/handle/net/169234 | |
dc.description.abstract | We consider a general decomposable convex optimization problem. By using right-hand side allocation technique, it can be transformed into a collection of small dimensional optimization problems. The master problem is a convex non-smooth optimization problem. We propose to apply the exact non-smooth penalty method, which gives a solution of the initial problem under some fixed penalty parameter and provides the consistency of lower level problems. The master problem can be solved with a suitable non-smooth optimization method. The simplest of them is the custom subgradient projection method using the divergent series step-size rule without line-search, whose convergence may be, however, rather low. We suggest to enhance its step-size selection by using a two-speed rule. Preliminary results of computational experiments confirm efficiency of this technique. | |
dc.relation.ispartofseries | Optimization Methods and Software | |
dc.subject | 90C06 | |
dc.subject | 90C25 | |
dc.subject | 90C30 | |
dc.subject | Convex optimization | |
dc.subject | exact non-smooth penalty method | |
dc.subject | right-hand side decomposition | |
dc.subject | subgradient projection method | |
dc.subject | two-speed step-size choice | |
dc.title | Exact penalties for decomposable convex optimization problems | |
dc.type | Article | |
dc.collection | Публикации сотрудников КФУ | |
dc.source.id | SCOPUS10556788-2021-SID85115870501 |