Two-direction Subgradient Method for non-differentiable Optimization Problems

One more search direction is introduced into the subgradient method for non-differentiable optimization problems to enhance the speed of convergence. The proposed algorithm generates a point which is strictly closer and forms a more acute angle to the solution set than the point generated by the subgradient method. The resulting algorihtm still remains very simple. A computational test shows great improvement in the computational efficiency using this algorithm.
Publisher
Elsevier
Issue Date
1981-03
Keywords

Mathematical programming; Non differential programming; Non linear programming; Optimization; Cutting plane method

Citation

Operations research letters : a journal of the Operations Research Society of America, v.6 no.1, pp.43-46

ISSN
0167-6377
DOI
10.1016/0167-6377(87)90008-3
URI
http://hdl.handle.net/10203/2064
Link
http://www.sciencedirect.com/science?_ob=ArticleURL&_udi=B6V8M-48MYNF3-M&_user=170364&_coverDate=03%2F31%2F1987&_rdoc=1&_fmt=&_orig=search&_sort=d&view=c&_acct=C000013318&_version=1&_urlVersion=0&_userid=170364&md5=77214f38cb9abdfe4d0784f00a15bd3b
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