A note on the convergence of subgradient optimization methods

DOI10.1080/02331938308842889MaRDI QIDQ3325479zbMATH OpenOpenAlexFDO

Authors Konrad Schulz

Publication date 1983

Published in Mathematische Operationsforschung und Statistik. Series Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331938308842889

zbMATH Keywords

convergence analysisnondifferentiable convex programmingoptimal solutionsstep size choice analysissubgradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Methods of successive quadratic programming type (90C55)

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• Convergence of a subgradient method for computing the bound norm of matrices
• On convergence of the stochastic subgradient method with on-line stepsize rules
• A generalized subgradient method with relaxation step
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• A generalization of Polyak's convergence result for subgradient optimization
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• Ergodic convergence in subgradient optimization
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• On Convergence Properties of a Subgradient Method
• A subgradient algorithm with dynamic step sizes
• A merit function approach to the subgradient method with averaging
• Convergence properties of the modified subgradient method of camerini et al
• Lyapunov stability of the subgradient method with constant step size
• Convergence of a generalized subgradient method for nondifferentiable convex optimization

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