CONVERGENCE OF A GENERALIZED SUBGRADIENT METHOD FOR NONDIFFERENTIABLE CONVEX-OPTIMIZATION

被引：28

作者：

KIM, S

AHN, H

机构：

[1] Department of Management Science, Korea Advanced Institute of Science and Technology, Chongryang, Seoul

来源：

MATHEMATICAL PROGRAMMING | 1991年 / 50卷 / 01期

关键词：

SUBGRADIENT METHOD; EPSILON-SUBGRADIENT; NONDIFFERENTIABLE OPTIMIZATION;

D O I：

10.1007/BF01594925

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

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. We provide two sets of convergence conditions of the generalized subgradient method. Our results provide a larger class of sequences which converge to a minimum point and more freedom of adjustment to accelerate the speed of convergence.

引用

页码：75 / 80

页数：6

共 22 条

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KIM, S
KOH, S
AHN, H
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[10] KIM S, IN PRESS J OPTIMIZAT

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