A variable target value method for nondifferentiable optimization

Author:

Sherali Hanif D.,Choi Gyunghyun,Tuncbilek Cihan H.

Publisher

Elsevier BV

Subject

Applied Mathematics,Industrial and Manufacturing Engineering,Management Science and Operations Research,Software

Reference19 articles.

1. On the choice of step sizes in subgradient optimization;Bazaraa;Eur. J. Oper. Res.,1981

2. U.G. Brännlund, On relaxation methods for nonsmooth convex optimization, Ph.D. Thesis, Kungliga Tekniska Hogskolan, S-100 44 Stockholm, Sweden, 1993.

3. On improving relaxation methods by modified gradient techniques;Camerini;Math. Programm. Study,1975

4. On the convergence rate of subgradient methods;Goffin;Math. Programm.,1977

5. J.L. Goffin, K.C. Kiwiel, Convergence of a simple subgradient level method, GERAD Report G-96-56, 1998, Math. Programm., to appear.

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