Constrained gradient method for nonsmooth optimization problems (Q1120810)
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scientific article; zbMATH DE number 4101961
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| English | Constrained gradient method for nonsmooth optimization problems |
scientific article; zbMATH DE number 4101961 |
Statements
Constrained gradient method for nonsmooth optimization problems (English)
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1984
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A nonsmooth convex function defined on a closed convex subset of a Hilbert space is minimized, by an algorithm where each iteration minimizes locally along some subgradient direction. Convergence is proved, under restrictions on step lengths.
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nonsmooth convex function
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subgradient
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0.8644410371780396
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0.8604906797409058
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0.8566462993621826
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