Convergence of a generalized subgradient method for nondifferentiable convex optimization

DOI10.1007/BF01594925zbMath0722.90054OpenAlexW2038295970MaRDI QIDQ757242

Hyunsil Ahn, Sehun Kim

Publication date: 1991

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01594925

zbMATH Keywords

nondifferentiable optimizationconvergence conditions\(\epsilon \) -subgradientgeneralized subgradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonsmooth analysis (49J52) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites Work

• Two-direction subgradient method for non-differentiable optimization problems
• On Poljak's improved subgradient method
• An aggregate subgradient method for nonsmooth convex minimization
• Minimization of unsmooth functionals
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