Constrained gradient method for nonsmooth optimization problems (Q1120810): Difference between revisions

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Latest revision as of 10:41, 30 July 2024

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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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