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.
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页码：75 / 80
页数：6
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