Spectral Projected Subgradient Method for Nonsmooth Convex Optimization Problems

We consider constrained optimization problems with a nonsmooth objective function in the form of mathematical expectation. The Sample Average Approximation (SAA) is used to estimate the objective function and variable sample size strategy is employed. The proposed algorithm combines an SAA subgradie...

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Veröffentlicht in:	arXiv.org 2022-08
Hauptverfasser:	Krejic, Natasa, Jerinkic, Natasa Krklec, Ostojic, Tijana
Format:	Artikel
Sprache:	eng
Schlagworte:	Algorithms Computational geometry Convexity Machine learning Mathematical analysis Optimization Performance enhancement
Online-Zugang:	Volltext
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