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 |
|