VA & Opt Webinar: Alexander J. Zaslavski

Title: Subgradient Projection Algorithm with Computational Errors

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

Date and Time: February 17th, 2021, 17:00 AEDT (Register here for remote connection via Zoom)

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.