Convergence of a simple subgradient level method

Convergence of a simple subgradient level method

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Article ID: iaor20001771
Country: Germany
Volume: 85
Issue: 1
Start Page Number: 207
End Page Number: 211
Publication Date: Jan 1999
Journal: Mathematical Programming
Authors: ,
Abstract:

We study the subgradient projection method for convex optimization with Brännlund's level control for estimating the optimal value. We establish global convergence in objective values without additional assumptions employed in the literature.

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