Convergence of a simple subgradient level method

DOI10.1007/S101070050053zbMath0956.90032OpenAlexW2070186264MaRDI QIDQ1295965

Krzysztof C. Kiwiel, Jean-Louis Goffin

Publication date: 20 March 2001

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

Full work available at URL: https://doi.org/10.1007/s101070050053

zbMATH Keywords

convex optimizationnondifferentiable optimizationsubgradient projection methodsubgradient optimization

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (24)

Subgradient method with feasible inexact projections for constrained convex optimization problems ⋮ A novel Lagrangian relaxation approach for a hybrid flowshop scheduling problem in the steelmaking-continuous casting process ⋮ Convergence and computational analyses for some variable target value and subgradient deflection methods ⋮ Incorporating location, inventory and price decisions into a supply chain distribution network design problem ⋮ A trust region target value method for optimizing nondifferentiable Lagrangian duals of linear programs ⋮ Rescheduling optimization of steelmaking-continuous casting process based on the Lagrangian heuristic algorithm ⋮ Superiorization with level control ⋮ Incremental subgradient algorithms with dynamic step sizes for separable convex optimizations ⋮ On the computational efficiency of subgradient methods: a case study with Lagrangian bounds ⋮ Lagrangian relaxations on networks by \(\varepsilon \)-subgradient methods ⋮ A subgradient method with non-monotone line search ⋮ The effect of deterministic noise in subgradient methods ⋮ An infeasible-point subgradient method using adaptive approximate projections ⋮ Comments on ``Surrogate gradient algorithm for Lagrangian relaxation ⋮ Subgradient algorithms on Riemannian manifolds of lower bounded curvatures ⋮ Convergence of the surrogate Lagrangian relaxation method ⋮ Approximate subgradient methods for nonlinearly constrained network flow problems ⋮ Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization ⋮ A generalized projection-based scheme for solving convex constrained optimization problems ⋮ A Subgradient Method Based on Gradient Sampling for Solving Convex Optimization Problems ⋮ Scaling Techniques for $\epsilon$-Subgradient Methods ⋮ Path-based incremental target level algorithm on Riemannian manifolds ⋮ Projection algorithms with dynamic stepsize for constrained composite minimization ⋮ An efficient optimization procedure for designing a capacitated distribution network with price-sensitive demand

This page was built for publication: Convergence of a simple subgradient level method