subgradient projection method – Optimization Online

A Subgradient Projection Method with Outer Approximation for Solving Semidefinite Programming Problems

Published: 2024/06/25

Convex Optimization, Semi-definite Programming outer approximation, semidefinite programming, subgradient projection method

We explore the combination of subgradient projection with outer approximation to solve semidefinite programming problems. We compare several ways to construct outer approximations using the problem structure. The resulting approach enjoys the strengths of both subgradient projection and outer approximation methods. Preliminary computational results on the semidefinite programming relaxations of graph partitioning and max-cut show … Read more

Zero-Convex Functions, Perturbation Resilience, and Subgradient Projections for Feasibility-Seeking Methods

Published: 2014/05/06

Yair Censor

Daniel Reem

Constrained Nonlinear Optimization, Convex Optimization feasibility problem, nonconvex, perturbation resilience, perturbations, separating hyperplane, stability, subdifferential, subgradient projection method, superiorization, voronoi function, zero-convexity

The convex feasibility problem (CFP) is at the core of the modeling of many problems in various areas of science. Subgradient projection methods are important tools for solving the CFP because they enable the use of subgradient calculations instead of orthogonal projections onto the individual sets of the problem. Working in a real Hilbert space, … Read more