Implementation of a subgradient projection algorithm II

Abstract

This paper discusses the implementation of a subgradient projection algorithm due to Sreedharan [13] for the minimization, subject to a finite number of smooth, convex constraints, of an objective function which is the sum of a smooth, strictly convex function and a piecewise smooth convex function. Computational experience with the algorithm on several test problems and comparison of this experience with previously published results is presented.

Keywords:

• Optimization
• subgradient
• convex function
• algorithm

C.R. Category::

• G.1.6

Sponsored by the U.S. Army under Contract No. DAAG29-80-C-0041

Sponsored by the U.S. Army under Contract No. DAAG29-80-C-0041

Notes

Sponsored by the U.S. Army under Contract No. DAAG29-80-C-0041