An interior-point based subgradient method for nondifferentiable convex optimization

DOI10.1080/10556789808805711zbMath0946.90058OpenAlexW2012893123MaRDI QIDQ4946704

J. B. G. Frenk, Shu-Zhong Zhang, Jos F. Sturm

Publication date: 19 June 2000

Published in: Optimization Methods and Software (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10556789808805711

zbMATH Keywords

subgradient methodnondifferentiable convex programmingaffine scaling search direction

Mathematics Subject Classification ID

Convex programming (90C25) Fréchet and Gateaux differentiability in optimization (49J50) Methods of reduced gradient type (90C52)

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