-subgradient projection algorithm

DOI10.1016/0021-9045(87)90092-XMaRDI QIDQ1111095zbMATH OpenFDO

Authors V. P. Sreedharan

Publication date 1987

Published in Journal of Approximation Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0021-9045(87)90092-X

zbMATH Keywords

algorithmepsilon-subgradientpseudoconvex functions

Mathematics Subject Classification ID

Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65)

Review text

Using only certain easily computable \(\epsilon\)-subgradients, an implementable convergent algorithm for finding the minimizer of a non- differentiable objective function subject to a finite number of linear constraints in d-dimensional space is given. The particular objective function consists of the pointwise maximum of a finite system of pseudoconvex functions. At each iteration cycle certain projections are computed. The negatives of these directions are feasible directions of strict descent for the objective function. The convergence of the algorithm is proved. The algorithm is also numerically tested.

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Cites work

• A subgradient projection algorithm
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• An algorithm for computing nonnegative minimal norm solutions
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