Subgradient methods for convex minimization

Many optimization problems arising in various applications require minimization of an objective cost function that is convex but not differentiable. Such a minimization arises, for example, in model construction, system identification, neural networks, pattern classification, and various assignment, scheduling, and allocation problems. To solve convex but not differentiable problems, we have to employ special methods that can work in the absence of differentiability, while taking the advantage of convexity and possibly other special structures that our minimization problem may possess. In this thesis, we propose and analyze some new methods that can solve convex (not necessarily differentiable) problems. In particular, we consider two classes of methods: incremental and variable metric.

Department dc:contributor.department

Massachusetts Institute of Technology. Dept. of Electrical Engineering and Computer Science.

Grantor dc:publisher

Massachusetts Institute of Technology

Year dc:date.issued

2002

Author dc:creator

• NediÄ , Angelia

Advisor dc:contributor.advisor

• Dimitri P. Bertsekas.

• Electrical Engineering and Computer Science.

Statement dc:rights

• M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission.

Licence dc:rights.uri

• http://dspace.mit.edu/handle/1721.1/7582

Language dc:language.iso

eng

Handle dc:identifier.uri

http://hdl.handle.net/1721.1/16843

OAI identifier oai:identifier

oai:dspace.mit.edu:1721.1/16843