An interior-point based subgradient method for nondifferentiable convex optimization

DOI10.1080/10556789808805711MaRDI QIDQ4946704zbMATH OpenOpenAlexFDO

Authors J. B. G. Frenk, Jos F. Sturm, Shuzhong Zhang

Publication date 19 June 2000

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556789808805711

zbMATH Keywords

affine scaling search directionnondifferentiable convex programmingsubgradient method

Mathematics Subject Classification ID

Fréchet and Gateaux differentiability in optimization (49J50) Convex programming (90C25) Methods of reduced gradient type (90C52)

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Cited in

(15)

• An improved subgradient method for constrained nondifferentiable optimization
• Subgradient method with entropic projections for convex nondifferentiable minimization
• The interior point method for nondifferentiable optimization
• A descent method with linear programming subproblems for nondifferentiable convex optimization
• A variable target value method for nondifferentiable optimization
• A subgradient method with non-monotone line search
• A subgradient method based on gradient sampling for solving convex optimization problems
• A reduced subgradient algorithm
• Conditional ?-subgradient method for simultaneous solution of the primal and the dual convex programming problems
• Radial subgradient method
• Method of conjugate subgradients with constrained memory
• Analogues of switching subgradient schemes for relatively Lipschitz-continuous convex programming problems
• Barrier subgradient method
• On embedding the volume algorithm in a variable target value method.
• Convergence of a generalized subgradient method for nondifferentiable convex optimization

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