Two-direction subgradient method for non-differentiable optimization problems (Q581239)
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scientific article; zbMATH DE number 4018778
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| English | Two-direction subgradient method for non-differentiable optimization problems |
scientific article; zbMATH DE number 4018778 |
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Two-direction subgradient method for non-differentiable optimization problems (English)
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1987
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The authors consider the problem of minimizing a convex, not necessarily differentiable real function in \(R^ n\) with a `known' optimal objective value. Based on the analysis of the projection onto the intersection of two half spaces, the authors propose an algorithm using two subgradients at a time. Numerical examples show that this new algorithm converges faster than the classical subgradient method.
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cutting planes
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nondifferentiable
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`known' optimal objective value
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projection
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subgradient method
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0.8318642377853394
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0.82817143201828
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