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