Convergence properties of a conditional -subgradient method applied to linear programs

DOI10.1007/S10589-005-2178-9MaRDI QIDQ812414zbMATH OpenOpenAlexFDO

Authors Sergei V. Rzhevskii

Publication date 23 January 2006

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-005-2178-9

zbMATH Keywords

linear programmingconvex programmingnormal conesubdifferentialdomain\(\varepsilon\)-subdifferentialpolyhedral setsubgradientinfimal convolutiondual problembarrier coneconditions \(\varepsilon\)-subdifferentialconvex (conjugate, recession, affine, polyhedral, support) function

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Methods of reduced gradient type (90C52)

Recommendations

• On the convergence of conditional -subgradient methods for convex programs and convex-concave saddle-point problems.
• scientific article; zbMATH DE number 429229
• Method of conditional ?-subgradient for solving convex programming problems
• Publication:4723574
• scientific article; zbMATH DE number 4197761

Cites work

• scientific article; zbMATH DE number 3914081 (Why is no real title available?)
• scientific article; zbMATH DE number 3954641 (Why is no real title available?)
• scientific article; zbMATH DE number 3608341 (Why is no real title available?)
• Convex Analysis
• Gradients of Convex Functions
• Methods of descent for nondifferentiable optimization
• On the Subdifferentiability of Convex Functions

Cited in

(4)

• A conditional gradient method with linear rate of convergence for solving convex linear systems
• A hybrid gradient and feasible direction pivotal solution algorithm for general linear programs
• On the convergence of conditional -subgradient methods for convex programs and convex-concave saddle-point problems.
• Method of conditional ?-subgradient for solving convex programming problems

This page was built for publication: Convergence properties of a conditional \(\varepsilon\)-subgradient method applied to linear programs

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q812414)