Article ID: | iaor19891076 |
Country: | Germany |
Volume: | 20 |
Start Page Number: | 451 |
End Page Number: | 456 |
Publication Date: | Dec 1989 |
Journal: | Optimization |
Authors: | Kim Sehun, Um Bong-Sik |
The projection operation required in the Polyak’s subgradient method for nondifferentiable optimization problems with linear constraints is simplified. The modified method finds a new search direction in the cone of feasible directions at the current point. This greatly reduces the dimension of the projection operation. A computational test shows significant improvement in the computational efficiency.