On Poljak's improved subgradient method (Q1090617)
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scientific article; zbMATH DE number 4008122
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Poljak's improved subgradient method |
scientific article; zbMATH DE number 4008122 |
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On Poljak's improved subgradient method (English)
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1988
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\textit{B. T. Polyak} [USSR Comput. Math. Math. Phys. 9 (1969), No.3, 14-29 (1971; Zbl 0229.65056)] has suggested an improved subgradient method and provided a lower bound on the improvement of the Euclidean distance to an optimal solution. In this paper, we provide a stronger lower bound and show that the direction of movement in this method forms a more acute angle with the direction toward the set of optimal solutions than that in the subgradient method.
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subgradient method
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stronger lower bound
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nondifferentiable optimization
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cutting plane methods
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