Abstract
In this paper, we propose a generalized Nesterov algorithm for the constrained optimization problems on a closed convex set. We prove the convergence as well as the convergence rate of the proposed algorithm. First, we present a new algorithm based on the generalization of Nesterov’s algorithm. Then, we prove the convergence as well as the convergence rate of the new algorithm. With a specific choice of parameters, the new algorithm becomes Nesterov’s algorithm. Therefore, the convergence as well as the convergence rate of Nesterov’s algorithm are also followed. We illustrate the effectiveness of the new algorithm as well as compare it with Nesterov’s algorithm and the gradient descent algorithm through a specific example.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callMore From: The University of Danang - Journal of Science and Technology
Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
