A Geometrically Convergent Subgradient Optimization Method for Nonlinearly Constrained Convex Programs

DOI10.1287/MOOR.13.3.512MaRDI QIDQ3798483zbMATH OpenOpenAlexFDO

Authors Eric Rosenberg

Publication date 1988

Published in Mathematics of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/moor.13.3.512

zbMATH Keywords

\(\epsilon \) - subgradientsapproximationarbitrary set constraintsconstrained convex programsconvex functionconvex inequality constraintsexact penalty functiongeometric convergence rategeometrically convergent subgradient optimizationlocationrouting telecommunications network

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

Recommendations

• Convergence of a generalized subgradient method for nondifferentiable convex optimization
• ``Efficient subgradient methods for general convex optimization
• Ergodic convergence in subgradient optimization
• Conditional subgradient optimization -- theory and applications
• A note on the convergence of subgradient optimization methods

Cited in

(1)

• Faster subgradient methods for functions with Hölderian growth

This page was built for publication: A Geometrically Convergent Subgradient Optimization Method for Nonlinearly Constrained Convex Programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3798483)