<p>We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient steps separately for the convex numerator and the concave denominator. These methods offer a straightforward approach by eliminating the need to solve subproblems at each iteration. By leveraging fixed-point constraints, the proposed algorithms are particularly well-suited for problems with complex constraint structures. Under certain assumptions, we establish the convergence of the proposed methods. Furthermore, to address large-scale optimization, we propose an incremental subgradient algorithm for a class of nonsmooth sum-of-ratios fractional programming problems and analyze its convergence. Finally, we present numerical experiments, including comparative analyses of our algorithms with existing methods, to demonstrate the effectiveness and performance of the proposed approach.</p>

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Subgradient Splitting Methods for Nonsmooth Fractional Programming with Fixed-Point Constraints

  • Mootta Prangprakhon,
  • Nimit Nimana

摘要

We consider a class of nonsmooth fractional programming problems with fixed-point constraints, where the numerator is convex and the denominator is concave. To solve this problem, we propose splitting algorithms that compute subgradient steps separately for the convex numerator and the concave denominator. These methods offer a straightforward approach by eliminating the need to solve subproblems at each iteration. By leveraging fixed-point constraints, the proposed algorithms are particularly well-suited for problems with complex constraint structures. Under certain assumptions, we establish the convergence of the proposed methods. Furthermore, to address large-scale optimization, we propose an incremental subgradient algorithm for a class of nonsmooth sum-of-ratios fractional programming problems and analyze its convergence. Finally, we present numerical experiments, including comparative analyses of our algorithms with existing methods, to demonstrate the effectiveness and performance of the proposed approach.