A Family of Multi-Step Subgradient Minimization Methods
A Family of Multi-Step Subgradient Minimization Methods
For solving non-smooth multidimensional optimization problems, we present a family of relaxation subgradient methods (RSMs) with a built-in algorithm for finding the descent direction that forms an acute angle with all subgradients in the neighborhood of the current minimum. Minimizing the function along the opposite direction (with a minus sign) …