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Author: Vera Roshchina
(via theBox)
Created: 17/02/2021
Updated: 17/02/2021
Theme: Default
Copyright: Creative Commons

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Variational Analysis and Optimisation Webinars, http://www.mocao.org/va-webinar/

Title: Subgradient Projection Algorithm with Computational Errors

Speaker: Alexander J. Zaslavski (The Technion - Israel Institute of Technology)

Abstract: We study the subgradient projection algorithm for minimization of convex and nonsmooth functions, under the presence of computational errors. We show that our algorithms generate a good approximate solution, if computational errors are bounded from above by a small positive constant. Moreover, for a known computational error, we find out what an approximate solution can be obtained and how many iterates one needs for this.

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