Modified Spectral Projected Subgradient Method: Convergence Analysis and Momentum Parameter Heuristics
The Modified Spectral Projected Subgradient (MSPS) was proposed to solve Langrangen Dual Problems, and its convergence was shown when the momentum term was zero. The MSPS uses a momentum term in order to speed up its convergence. The momentum term is built on the multiplication of a momentum paramet...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Simón Bolívar
2016-09-01
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| Series: | Bulletin of Computational Applied Mathematics |
| Subjects: | |
| Online Access: | http://drive.google.com/open?id=0B5GyVVQ6O030VU5fVFZ4VXpFZVk |