Polyak's subgradient method with simplified projection for nondifferentiable optimization with linear constraints

DOI10.1080/02331938908843463zbMath0676.90060OpenAlexW2008444055MaRDI QIDQ3832324

Bong-sik Um, Sehun Kim

Publication date: 1989

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331938908843463

zbMATH Keywords

nondifferentiable optimizationlinear constraintsPolyak's subgradient method

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (5)

A modified subgradient algorithm for Lagrangean relaxation ⋮ Lagrangean/surrogate relaxation for generalized assignment problems ⋮ Conditional subgradient optimization -- theory and applications ⋮ Using logical surrogate information in Lagrangean relaxation: An application to symmetric traveling salesman problems ⋮ An improved subgradient method for constrained nondifferentiable optimization

Cites Work

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• Two-direction subgradient method for non-differentiable optimization problems
• Subdifferentials of functions on sets
• Validation of subgradient optimization
• Minimization of unsmooth functionals

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