Constrained gradient method for nonsmooth optimization problems (Q1120810): Difference between revisions
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Latest revision as of 10:41, 30 July 2024
scientific article
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English | Constrained gradient method for nonsmooth optimization problems |
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Constrained gradient method for nonsmooth optimization problems (English)
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1984
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A nonsmooth convex function defined on a closed convex subset of a Hilbert space is minimized, by an algorithm where each iteration minimizes locally along some subgradient direction. Convergence is proved, under restrictions on step lengths.
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nonsmooth convex function
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subgradient
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