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

DOI10.1007/S10589-005-2178-9zbMATH Open1089.90042OpenAlexW2040567446MaRDI QIDQ812414FDOQ812414

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

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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)

Cites Work

• Convex Analysis
• Title not available (Why is that?)
• Methods of descent for nondifferentiable optimization
• On the Subdifferentiability of Convex Functions
• Gradients of Convex Functions
• Title not available (Why is that?)
• Title not available (Why is that?)

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 \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems.
• Method of conditional ?-subgradient for solving convex programming problems

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