Convergence of a simple subgradient level method

被引：55
作者：
Goffin, JL
Kiwiel, KC
机构：
[1] McGill Univ, Fac Management, Gerad, Montreal, PQ H3A 1G5, Canada
[2] Polish Acad Sci, Syst Res Inst, PL-01447 Warsaw, Poland
来源：
MATHEMATICAL PROGRAMMING | 1999年 / 85卷 / 01期
关键词：
nondifferentiable optimization; subgradient optimization;
D O I：
10.1007/s101070050053
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
We study the subgradient projection method for convex optimization with Brannlund's level control for estimating the optimal value. We establish global convergence in objective values without additional assumptions employed in the literature.
引用
收藏
页码：207 / 211
页数：5
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