Convergence of a simple subgradient level method

DOI10.1007/S101070050053zbMATH Open0956.90032OpenAlexW2070186264MaRDI QIDQ1295965FDOQ1295965

Krzysztof C. Kiwiel, Jean-Louis Goffin

Publication date: 20 March 2001

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

Full work available at URL: https://doi.org/10.1007/s101070050053

Recommendations

• The efficiency of ballstep subgradient level methods for convex optimization
• The Efficiency of Subgradient Projection Methods for Convex Optimization, Part I: General Level Methods
• Convergence and efficiency of subgradient methods for quasiconvex minimization
• Convergence of a generalized subgradient method for nondifferentiable convex optimization
• The Efficiency of Subgradient Projection Methods for Convex Optimization, Part II: Implementations and Extensions

zbMATH Keywords

convex optimizationsubgradient optimizationnondifferentiable optimizationsubgradient projection method

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

Cited In (25)

• A generalized projection-based scheme for solving convex constrained optimization problems
• Incremental subgradient algorithms with dynamic step sizes for separable convex optimizations
• The efficiency of ballstep subgradient level methods for convex optimization
• A trust region target value method for optimizing nondifferentiable Lagrangian duals of linear programs
• A novel Lagrangian relaxation approach for a hybrid flowshop scheduling problem in the steelmaking-continuous casting process
• A Subgradient Method Based on Gradient Sampling for Solving Convex Optimization Problems
• On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
• Projection algorithms with dynamic stepsize for constrained composite minimization
• Subgradient method with feasible inexact projections for constrained convex optimization problems
• A subgradient method with non-monotone line search
• Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
• An infeasible-point subgradient method using adaptive approximate projections
• Incorporating location, inventory and price decisions into a supply chain distribution network design problem
• Convergence and computational analyses for some variable target value and subgradient deflection methods
• Approximate subgradient methods for nonlinearly constrained network flow problems
• Comments on ``Surrogate gradient algorithm for Lagrangian relaxation
• The effect of deterministic noise in subgradient methods
• Rescheduling optimization of steelmaking-continuous casting process based on the Lagrangian heuristic algorithm
• Scaling techniques for \(\epsilon\)-subgradient methods
• Lagrangian relaxations on networks by \(\varepsilon \)-subgradient methods
• Convergence of the surrogate Lagrangian relaxation method
• Subgradient algorithms on Riemannian manifolds of lower bounded curvatures
• Superiorization with level control
• An efficient optimization procedure for designing a capacitated distribution network with price-sensitive demand
• Path-based incremental target level algorithm on Riemannian manifolds

This page was built for publication: Convergence of a simple subgradient level method

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1295965)