CONVERGENCE OF A GENERALIZED SUBGRADIENT METHOD FOR NONDIFFERENTIABLE CONVEX-OPTIMIZATION

A generalized subgradient method is considered which uses the subgradients at previous iterations as well as the subgradient at current point. This method is a direct generalization of the usual subgradient method. We provide two sets of convergence conditions of the generalized subgradient method. Our results provide a larger class of sequences which converge to a minimum point and more freedom of adjustment to accelerate the speed of convergence.
Publisher
ELSEVIER SCIENCE BV
Issue Date
1991-03
Language
ENG
Citation

MATHEMATICAL PROGRAMMING, v.50, no.1, pp.75 - 80

ISSN
0025-5610
URI
http://hdl.handle.net/10203/2058
Appears in Collection
NE-Journal Papers(저널논문)
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