Variable target value subgradient method

DOI10.1007/BF01588797zbMath0825.90754OpenAlexW1967337017MaRDI QIDQ1174455

Hyunsil Ahn, Sehun Kim, Seong-cheol Cho

Publication date: 25 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588797

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Nonsmooth analysis (49J52) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites Work

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• Two-direction subgradient method for non-differentiable optimization problems
• Computable bounds on parametric solutions of convex problems
• On the choice of step size in subgradient optimization
• A generalization of Polyak's convergence result for subgradient optimization
• Validation of subgradient optimization
• Convex Analysis
• Minimization of unsmooth functionals

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