An algorithm for linearly constrained convex nondifferentiable minimization problems

DOI10.1016/0022-247X(85)90061-7zbMath0564.90053MaRDI QIDQ1058460

Krzysztof C. Kiwiel

Publication date: 1985

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

algorithmlinear constraintssubgradientconvex nondifferentiable minimizationlower polyhedral approximation

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Related Items

An alternating linearization bundle method for a class of nonconvex nonsmooth optimization problems, Penalty-proximal methods in convex programming, A subgradient selection method for minimizing convex functions subject to linear constraints, A constraint linearization method for nondifferentiable convex minimization, A method of linearizations for linearly constrained nonconvex nonsmooth minimization, A Projected Gradient and Constraint Linearization Method for Nonlinear Model Predictive Control, An algorithm for calculating one subgradient of a convex function of two variables, Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions, Proximity control in bundle methods for convex nondifferentiable minimization, A method for minimizing the sum of a convex function and a continuously differentiable function

Cites Work

• Sparsity-preserving SOR algorithms for separable quadratic and linear programming
• An aggregate subgradient method for nonsmooth convex minimization
• The Cutting-Plane Method for Solving Convex Programs
• Gradient methods for solving equations and inequalities
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item