WSEAS Transactions on Mathematics
Print ISSN: 1109-2769, E-ISSN: 2224-2880
Volume 13, 2014
A Projective Separating Plane Method with Additional Clipping for Non-Smooth Optimization
Author:
Abstract: This paper is devoted to constructing a definite efficient scheme for non-smooth optimization. A sepa- rating plane algorithm with additional clipping is proposed. The algorithm is used for solving the unconstrained non-smooth convex optimization problem. The latter problem can be reformulated as the computation of the value of a conjugate function at the origin. The algorithm convergence is proved. Encouraging results of numerical experiments are presented.