The effect of deterministic noise in subgradient methods

Mathematical Programming

Volumn 125, Issue 1, 2010, Pages 75-99

  Nedić, Angelia ^a   Bertsekas, Dimitri P ^b  

^a UNIVERSITY OF ILLINOIS AT URBANA CHAMPAIGN   (United States)

^b USA   (United States)

Author keywords

Mathematics Subject Classification (2000): 90C25

Indexed keywords

CONSTRAINT SET; CONVERGENCE PROPERTIES; CONVEX FUNCTIONS; FUNCTION VALUES; OBJECTIVE FUNCTIONS; OPTIMAL VALUES; STEPSIZE; SUBGRADIENT; SUBGRADIENT METHODS; SUBJECT CLASSIFICATION;

CONSTRAINED OPTIMIZATION; OPTIMAL SYSTEMS;

FUNCTION EVALUATION;

EID: 77956393281     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/s10107-008-0262-5     Document Type: Article

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