Two-direction subgradient method for non-differentiable optimization problems

DOI10.1016/0167-6377(87)90008-3zbMath0626.90066OpenAlexW2023267711MaRDI QIDQ581239

Hyunsil Ahn, Sehun Kim, Seokha Koh

Publication date: 1987

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(87)90008-3

zbMATH Keywords

subgradient methodprojectioncutting planes`known' optimal objective valuenondifferentiable

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites Work

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• An aggregate subgradient method for nonsmooth convex minimization
• The Cutting-Plane Method for Solving Convex Programs
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• On convergence rates of subgradient optimization methods
• Validation of subgradient optimization