Normalized Incremental Subgradient Algorithm and Its Application

The problem of minimizing the sum of a number of component functions is of great importance in the real world. In this paper, a new incremental optimization algorithm, named normalized incremental subgradient (NIS) algorithm, is proposed for a class of such problems where the component functions hav...

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Bibliographic Details
Published in:IEEE transactions on signal processing Vol. 57; no. 10; pp. 3759 - 3774
Main Authors: Shi, Qingjiang, He, Chen, Jiang, Lingge
Format: Journal Article
Language:English
Published: New York, NY IEEE 01.10.2009
Institute of Electrical and Electronics Engineers
The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
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ISSN:1053-587X, 1941-0476
Online Access:Get full text
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