Multivariate Spectral Gradient Algorithm for Nonsmooth Convex Optimization Problems
We propose an extended multivariate spectral gradient algorithm to solve the nonsmooth convex optimization problem. First, by using Moreau-Yosida regularization, we convert the original objective function to a continuously differentiable function; then we use approximate function and gradient values...
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| Format: | Article |
| Language: | English |
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Hindawi Limited
2015-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2015/145323 |