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math.OC2019
Convergence Rates of Subgradient Methods for Quasi-convex Optimization Problems
Yaohua Hu, Jiawen Li, Carisa Kwok Wai Yu
Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale qua…
math.OC2017★ 13 cited
Incremental Subgradient Methods for Minimizing The Sum of Quasi-convex Functions
Yaohua Hu, Carisa Kwok Wai Yu, Xiaoqi Yang
The sum of ratios problem has a variety of important applications in economics and management science, but it is difficult to globally solve this problem. In this paper, we conside…