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3580. Subgradient Methods for Nonsmooth Fractional Optimization Problems over the Fixed-Point Contraints
Contributed abstract in session TC-41: Subgradient-based methods, stream Nonsmooth Optimization.
Tuesday, 12:30-14:00Room: 97 (building: 306)
Authors (first author is the speaker)
| 1. | Mootta Prangprakhon
|
| Department of Mathematics, Khon Kaen University | |
| 2. | Nimit Nimana
|
| Department of Mathematics , Khon Kaen University |
Abstract
We consider a class of nonsmooth fractional optimization problems over the fixed-point constraints, where the numerator is a convex function and the denominator is a concave function. To solve this problem, we propose iterative algorithms whose idea is to perform subgradient steps with respect to the convex numerator and the concave denominator separately. Under certain assumptions, we obtain the convergence properties of the proposed methods. Furthermore, to tackle large-scale optimization problems, we propose an incremental subgradient algorithm to deal with the case where the objective function is a sum-of-ratios fractional optimization problem.
Keywords
- Non-smooth Optimization
- Large Scale Optimization
- Algorithms
Status: accepted
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