A feasible smoothing accelerated projected gradient method for nonsmooth convex optimization

Smoothing accelerated gradient methods achieve faster convergence rates than that of the subgradient method for some nonsmooth convex optimization problems. However, Nesterov's extrapolation may require gradients at infeasible points, and thus they cannot be applied to some structural optimization problems. We introduce a variant of smoothing accelerated projected gradient methods where every variable is feasible. The O ( k - 1 log k ) convergence rate is obtained using the Lyapunov function. We conduct a numerical experiment on the robust compliance optimization of a truss structure. (c) 2024 The Author(s). Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons .org /licenses /by /4 .0/).