Nonsmooth Steepest Descent Method by Proximal Subdifferentials in Hilbert Spaces

Nonsmooth Steepest Descent Method by Proximal Subdifferentials in Hilbert Spaces

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Article ID: iaor2014762
Volume: 161
Issue: 2
Start Page Number: 465
End Page Number: 477
Publication Date: May 2014
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: nonsmooth optimization, steepest descent, Hilbert space
Abstract:

In this paper, we first study a nonsmooth steepest descent method for nonsmooth functions defined on a Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for those functions satisfying prox‐regularity and Lipschitz continuity. As an application, the established algorithm is used to search for the minimizer of a lower semicontinuous and convex function on a finite‐dimensional space. A convergence theorem, as an extension and improvement of the existing converging result for twice continuously differentiable convex functions, is also presented therein.

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