A nonsmooth equation system solver based on subgradient method
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2017Type
Conference Paper
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Long, Q. and Wu, C. 2017. A nonsmooth equation system solver based on subgradient method.
Source Title
International Conference on Digital Signal Processing, DSP
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School of Design and the Built Environment
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Abstract
© 2017 IEEE. In this paper, a subgradient method is developed to solve the system of (nonsmooth) equations. First, the system of (nonsmooth) equations is transformed into a nonsmooth optimization problem with zero minimal objective function value. Then, a subgradient method is applied to solve the nonsmooth optimization problem. During the processes, the pre-known optimal objective function value is adopted to update step sizes. Several numerical experiments show that the proposed method is efficient and robust.
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