Convergence properties of a conditional \(\varepsilon\)-subgradient method applied to linear programs

DOI10.1007/s10589-005-2178-9zbMath1089.90042OpenAlexW2040567446MaRDI QIDQ812414

Sergei V. Rzhevskii

Publication date: 23 January 2006

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10589-005-2178-9

zbMATH Keywords

dual problemlinear programmingnormal coneconvex programmingsubdifferentialsubgradientdomain\(\varepsilon\)-subdifferentialpolyhedral setinfimal convolutionbarrier coneconditions \(\varepsilon\)-subdifferentialconvex (conjugate, recession, affine, polyhedral, support) function

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Methods of reduced gradient type (90C52)

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Cites Work

• Methods of descent for nondifferentiable optimization
• On the Subdifferentiability of Convex Functions
• Gradients of Convex Functions
• Convex Analysis
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