On Poljak's improved subgradient method

DOI10.1007/BF00938545MaRDI QIDQ1090617zbMATH OpenFDO

Authors Sehun Kim, Seokha Koh

Publication date 1988

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00938545

zbMATH Keywords

cutting plane methodsnondifferentiable optimizationstronger lower boundsubgradient method

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Nonlinear programming (90C30)

Review text

\textit{B. T. Polyak} [USSR Comput. Math. Math. Phys. 9 (1969), No.3, 14-29 (1971; Zbl 0229.65056)] has suggested an improved subgradient method and provided a lower bound on the improvement of the Euclidean distance to an optimal solution. In this paper, we provide a stronger lower bound and show that the direction of movement in this method forms a more acute angle with the direction toward the set of optimal solutions than that in the subgradient method.

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• An improved Polak-Ribière-Polyak conjugate gradient method with an efficient restart direction
• Subgradient methods for saddle-point problems
• On the strong convergence of a sufficient descent Polak-Ribière-Polyak conjugate gradient method

Cites work

• A least-distance programming procedure for minimization problems under linear constraints
• An aggregate subgradient method for nonsmooth convex minimization
• Finding the nearest point in A polytope
• scientific article; zbMATH DE number 3619637 (Why is no real title available?)
• scientific article; zbMATH DE number 3332061 (Why is no real title available?)
• Minimization of unsmooth functionals

Cited in

(6)

• Channel allocation in cellular radio networks
• Subgradient method with Polyak's step in transformed space
• A generalization of Polyak's convergence result for subgradient optimization
• Optimal prioritized channel allocation in cellular mobile systems
• A modified subgradient algorithm for Lagrangean relaxation
• Convergence of a generalized subgradient method for nondifferentiable convex optimization

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