Convergence of a generalized subgradient method for nondifferentiable convex optimization

Convergence of a generalized subgradient method for nondifferentiable convex optimization

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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: ,
Abstract:

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.

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