Interior gradient and epsilon-subgradient descent methods for constrained convex minimization

Mathematics of Operations Research

Volumn 29, Issue 1, 2004, Pages 1-26

  Auslender, A ^a   Teboulle, M ^b  

^a UNIVERSITÉ LYON 1   (France)

^b TEL AVIV UNIVERSITY   (Israel)

Author keywords

Bundle methods; Convex programming; Logarithmic quadratic proximal methods; Nondifferentiable convex optimization; Projected gradient methods; Subgradient algorithms

Indexed keywords

ALGORITHMS; BOUNDARY CONDITIONS; CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; ESTIMATION; GLOBAL OPTIMIZATION; MATHEMATICAL PROGRAMMING; MATRIX ALGEBRA; PROBLEM SOLVING; SET THEORY; THEOREM PROVING; VARIATIONAL TECHNIQUES;

BUNDLE METHODS; CONVEX PROGRAMMING; LOGARITHMIC QUADRATIC PROXIMAL METHODS; NONDIFFERENTIABLE CONVEX OPTIMIZATION; PROJECTED GRADIENT METHODS; SUBGRADIENT ALGORITHMS;

GRADIENT METHODS;

EID: 4043170479     PISSN: 0364765X     EISSN: None     Source Type: Journal    
DOI: 10.1287/moor.1030.0062     Document Type: Article

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