Abstract
Proposed is a new class of subgradient methods for minimizing a convex function that consists of the sum of a large number of component functions. The convergence properties of a number of variants of incremental subgradient methods are established. Based on the analysis and computational experiments, the methods appear very promising and effective for important classes of large problems.
Original language | English (US) |
---|---|
Pages (from-to) | 907-912 |
Number of pages | 6 |
Journal | Proceedings of the IEEE Conference on Decision and Control |
Volume | 1 |
State | Published - 1999 |
Externally published | Yes |
Event | The 38th IEEE Conference on Decision and Control (CDC) - Phoenix, AZ, USA Duration: Dec 7 1999 → Dec 10 1999 |
ASJC Scopus subject areas
- Control and Systems Engineering
- Modeling and Simulation
- Control and Optimization