SIAM Journal on Control and Optimization, Vol.34, No.2, 677-697, 1996
The Efficiency of Subgradient Projection Methods for Convex-Optimization .2. Implementations and Extensions
In the first part of this paper we studied subgradient methods for convex optimization that use projections onto successive approximations of level sets of the objective corresponding to estimates of the optimal value. We presented several variants and showed that they enjoy almost optimal efficiency estimates. In this part of the paper we discuss possible implementations of such methods. In particular, their projection subproblems may be solved inexactly via relaxation methods, thus opening the way for parallel implementations. We discuss accelerations of relaxation methods based on simultaneous projections, surrogate constraints, and conjugate and projected (conditional) subgradient techniques.