Convergence properties of a conditional -subgradient method applied to linear programs

DOI10.1007/S10589-005-2178-9MaRDI QIDQ812414zbMATH OpenOpenAlexFDO

Authors Sergei V. Rzhevskii

Publication date 23 January 2006

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-005-2178-9

zbMATH Keywords

\(\varepsilon\)-subdifferentialbarrier coneconditions \(\varepsilon\)-subdifferentialconvex (conjugate, recession, affine, polyhedral, support) functionconvex programmingdomaindual probleminfimal convolutionlinear programmingnormal conepolyhedral setsubdifferentialsubgradient

Mathematics Subject Classification ID

Linear programming (90C05) Convex programming (90C25) Methods of reduced gradient type (90C52)

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Cites work

• Convex Analysis
• Gradients of Convex Functions
• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 3954641 (Why is no real title available?)
• scientific article; zbMATH DE number 3608341 (Why is no real title available?)
• Methods of descent for nondifferentiable optimization
• On the Subdifferentiability of Convex Functions

Cited in

(5)

• On the convergence of conditional -subgradient methods for convex programs and convex-concave saddle-point problems.
• A conditional gradient method with linear rate of convergence for solving convex linear systems
• Linear convergence of epsilon-subgradient descent methods for a class of convex functions
• A hybrid gradient and feasible direction pivotal solution algorithm for general linear programs
• Method of conditional ?-subgradient for solving convex programming problems

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