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A Simple Adaptive Step-size Choice for Iterative Optimization Methods - MaRDI portal

A Simple Adaptive Step-size Choice for Iterative Optimization Methods

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Publication:5226811

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zbMath1438.90324arXiv1802.00339MaRDI QIDQ5226811

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Publication date: 1 August 2019

Full work available at URL: https://arxiv.org/abs/1802.00339

zbMATH Keywords

variational inequalities iterative methods optimization problems adaptive step-size convergence properties gap function non-smooth functions non-monotone function values

Mathematics Subject Classification ID

Nonlinear programming (90C30)

Related Items (2)

Penalty Method for Games of Constraints ⋮ A non-monotone conjugate subgradient type method for minimization of convex functions

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