A subgradient selection method for minimizing convex functions subject to linear constraints (Q1092621)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A subgradient selection method for minimizing convex functions subject to linear constraints |
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A subgradient selection method for minimizing convex functions subject to linear constraints (English)
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1987
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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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nondifferentiable optimization
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linearly constrained optimization
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convex programming
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subgradient algorithm
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convergence
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