A subgradient selection method for minimizing convex functions subject to linear constraints

DOI10.1007/BF02239973MaRDI QIDQ1092621zbMATH OpenOpenAlexFDO

Authors Krzysztof C. Kiwiel

Publication date 1987

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02239973

zbMATH Keywords

convergenceconvex programminglinearly constrained optimizationnondifferentiable optimizationsubgradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

Review text

A readily implementable subgradient algorithm is given for minimizing a convex, but not necessarily differentiable, function f subject to a finite number of linear constraints. It is shown that the algorithm converges to a solution, if any. The convergence is finite if f is piecewise linear.

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Cites work

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Cited in

(10)

• The sublinear operator method and selector problems
• A subgradient method with non-monotone line search
• An implementation of a reduced subgradient method via Luenberger-Mokhtar variant
• A note on the convergence of subgradient optimization methods
• scientific article; zbMATH DE number 3868523 (Why is no real title available?)
• Implementation of a subgradient projection algorithm II
• scientific article; zbMATH DE number 62479 (Why is no real title available?)
• scientific article; zbMATH DE number 3995464 (Why is no real title available?)
• scientific article; zbMATH DE number 3894844 (Why is no real title available?)
• A variant of the constrained gradient method

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