A subgradient projection method for quasiconvex minimization

Abstract

In this paper, a subgradient projection method for quasiconvex minimization problems is provided. By employing strong subdifferentials, it is proved that the generated sequence of the proposed algorithm converges to the solution of the minimization problem of a proper, lower semicontinuous, and strongly quasiconvex function (in the sense of Polyak in Soviet Math 7:72–75, 1966), under the same assumptions as those required for convex functions with the convex subdifferentials. Furthermore, a quasi-linear convergence rate of the iterates, extending similar results for the general quasiconvex case, is also provided.