Constrained gradient method for nonsmooth optimization problems (Q1120810)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Constrained gradient method for nonsmooth optimization problems |
scientific article |
Statements
Constrained gradient method for nonsmooth optimization problems (English)
0 references
1984
0 references
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.
0 references
nonsmooth convex function
0 references
subgradient
0 references
