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Constrained gradient method for nonsmooth optimization problems - MaRDI portal

Constrained gradient method for nonsmooth optimization problems (Q1120810)

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scientific article; zbMATH DE number 4101961
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Constrained gradient method for nonsmooth optimization problems
scientific article; zbMATH DE number 4101961

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    Constrained gradient method for nonsmooth optimization problems (English)
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    1984
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    A nonsmooth convex function defined on a closed convex subset of a Hilbert space is minimized, by an algorithm where each iteration minimizes locally along some subgradient direction. Convergence is proved, under restrictions on step lengths.
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    nonsmooth convex function
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    subgradient
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