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Latest revision as of 19:17, 17 June 2024

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On Poljak's improved subgradient method
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    On Poljak's improved subgradient method (English)
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    1988
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    \textit{B. T. Polyak} [USSR Comput. Math. Math. Phys. 9 (1969), No.3, 14-29 (1971; Zbl 0229.65056)] has suggested an improved subgradient method and provided a lower bound on the improvement of the Euclidean distance to an optimal solution. In this paper, we provide a stronger lower bound and show that the direction of movement in this method forms a more acute angle with the direction toward the set of optimal solutions than that in the subgradient method.
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    subgradient method
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    stronger lower bound
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    nondifferentiable optimization
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    cutting plane methods
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