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Volumn 85, Issue 1, 1999, Pages 207-211

Convergence of a simple subgradient level method

Author keywords

Nondifferentiable optimization; Subgradient optimization

Indexed keywords


EID: 0000908433     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10107980003a     Document Type: Article
Times cited : (62)

References (15)
  • 1
    • 0023346450 scopus 로고
    • A generalization of Polyak's convergence result for subgradient optimization
    • Allen, E., Helgason, R., Kennington, J., Shetty, B. (1987): A generalization of Polyak's convergence result for subgradient optimization. Math. Program. 37, 309-317
    • (1987) Math. Program. , vol.37 , pp. 309-317
    • Allen, E.1    Helgason, R.2    Kennington, J.3    Shetty, B.4
  • 2
    • 0019599611 scopus 로고
    • On the choice of step size in subgradient optimization
    • Bazaraa, M.S., Sherali, H.D. (1981): On the choice of step size in subgradient optimization. Eur. J. Oper. Res. 7, 380-388
    • (1981) Eur. J. Oper. Res. , vol.7 , pp. 380-388
    • Bazaraa, M.S.1    Sherali, H.D.2
  • 4
    • 0029290912 scopus 로고
    • A descent proximal level bundle method for convex nondifferentiable optimization
    • Brännlund, U., Kiwiel, K.C., Lindberg, P.O. (1995): A descent proximal level bundle method for convex nondifferentiable optimization. Oper. Res. Lett. 17, 121-126
    • (1995) Oper. Res. Lett. , vol.17 , pp. 121-126
    • Brännlund, U.1    Kiwiel, K.C.2    Lindberg, P.O.3
  • 6
    • 0002396293 scopus 로고
    • On convergence rates of subgradient optimization methods
    • Goffin, J.-L. (1977): On convergence rates of subgradient optimization methods. Math. Program. 13, 329-347
    • (1977) Math. Program. , vol.13 , pp. 329-347
    • Goffin, J.-L.1
  • 7
    • 0016025814 scopus 로고
    • Validation of subgradient optimization
    • Held, M., Wolfe, P., Crowder, H.P. (1974): Validation of subgradient optimization. Math. Program. 6, 62-88
    • (1974) Math. Program. , vol.6 , pp. 62-88
    • Held, M.1    Wolfe, P.2    Crowder, H.P.3
  • 8
    • 0025745988 scopus 로고
    • Variable target value subgradient method
    • Kim, S., Ahn, H., Cho, S.-C. (1991): Variable target value subgradient method. Math. Program. 49, 359-369
    • (1991) Math. Program. , vol.49 , pp. 359-369
    • Kim, S.1    Ahn, H.2    Cho, S.-C.3
  • 9
    • 0029336239 scopus 로고
    • Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
    • Kiwiel, K.C. (1995): Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities. Math. Program. 69, 89-109
    • (1995) Math. Program. , vol.69 , pp. 89-109
    • Kiwiel, K.C.1
  • 10
    • 0030110299 scopus 로고    scopus 로고
    • The efficiency of subgradient projection methods for convex optimization, part I: General level methods
    • (1996): The efficiency of subgradient projection methods for convex optimization, part I: General level methods. SIAM J. Control Optim. 34, 660-676
    • (1996) SIAM J. Control Optim. , vol.34 , pp. 660-676
  • 11
    • 0343855915 scopus 로고
    • Convex optimization with prescribed accuracy
    • Russian
    • Kulikov, A.N., Fazilov, V.R. (1990): Convex optimization with prescribed accuracy. Zh. Vychisl. Mat. Mat. Fiz. 30, 663-671 (Russian)
    • (1990) Zh. Vychisl. Mat. Mat. Fiz. , vol.30 , pp. 663-671
    • Kulikov, A.N.1    Fazilov, V.R.2
  • 13
    • 0002450802 scopus 로고
    • Minimization of unsmooth functionals
    • Russian.
    • Polyak, B.T. (1969): Minimization of unsmooth functionals. Zh. Vychisl. Mat. Mat. Fiz. 9, 509-521 (Russian).
    • (1969) Zh. Vychisl. Mat. Mat. Fiz. , vol.9 , pp. 509-521
    • Polyak, B.T.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.