Icke-differentierbar konvex optimering—teori och lösningsmetodik
Forskningsprojekt , 1998 – 2020

In a long series of projects, we study nonsmooth convex optimization problems. The topics studied include theory—mathematical and related complexity properties—as well as methodology development and convergence analyses. The problems studied are composed by linear and/or nonlinear convex functions and polyhedral and/or general convex sets. In particular, we study Lagrangean dual reformulations of convex optimization problems and methodology for their solution.

We have developed and analyzed generalized subgradient optimization methods. Further, since (Lagrangean) dual subgradient schemes do not automatically produce primal feasible solutions, we construct—at minor cost—an ergodic sequence of primal subproblem solutions which is shown to converge to the primal solution set. We have further elaborated with the construction of the primal ergodic sequences, in order to increase the convergence speed.

Deltagare

Ann-Brith Strömberg (kontakt)

Biträdande professor vid Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik

Emil Gustavsson

Doktorand vid Matematik

Magnus Önnheim

Doktorand vid Chalmers, Matematiska vetenskaper, Algebra och geometri

Michael Patriksson

Professor vid Chalmers, Matematiska vetenskaper, Tillämpad matematik och statistik

Samarbetspartners

Linköpings universitet

Linköping, Sweden

Finansiering

Chalmers

Finansierar Chalmers deltagande under 1998–2020

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Fundament

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Senast uppdaterat

2016-01-12