Article ID: | iaor1993361 |
Country: | Netherlands |
Volume: | 50 |
Issue: | 1 |
Start Page Number: | 75 |
End Page Number: | 80 |
Publication Date: | Mar 1991 |
Journal: | Mathematical Programming (Series A) |
Authors: | Kim Sehun, Ahn Hyunsil |
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. The authors provide two sets of convergence conditions of the generalized subgradient method. The present results provide a larger class of sequences which converge to a minimum point and more freedom of adjustment to accelerate the speed of convergence.