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Optimization
A Journal of Mathematical Programming and Operations Research
Volume 20, 1989 - Issue 4
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Original Articles

Polyak's subgradient method with simplified projection for nondifferentiable optimization with linear constraints

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Pages 451-456 | Received 01 May 1988, Published online: 27 Jun 2007

References

  • Aubin , J.P. 1979 . Applied Functional Analysis , New York : John Wiley & Son .
  • Camerini , P.M. , Fratta , L. and Maffioli , F. 1975 . On Improving Relaxation Methods by Modified Subgradient Techniques . Mathematical Programming Study , 3 : 26 – 34 .
  • Dem'Yanov , V.F. and Shomesova , V.K. 1980 . Subdifferentials of Functions on Sets . Cybernetics , 16 ( 1 ) : 24 – 31 .
  • Held , M.P. , Wolfe , P. and Crowder , H.D. 1974 . Validation of Subgradient Optimization . Mathematical Programming , 6 ( 1 ) : 62 – 88 .
  • Kim , S. , Koh , S. and Ahn , H. 1987 . TWO Direction Subgradient Method for Nondifferentiable Optimization Problems . Operations Research Letters , 6 ( 1 ) : 43 – 46 .
  • Polyak , B.T. A General Method of Solving Extremal Problems , Vol. 174 , 33 – 36 . Doklady Academii Nauk SSSR . Soviet Mathematics Doklady, 8 (1967) 593-597
  • Polyak , B.T. 1969 . Minimization of Unsmooth Functionals . USSR, Computational Mathematics and Mathematical Physics , 9 : 14 – 29 .
  • Shor , N.Z. 1979 . Minimization Methods for Nondifferentiable functions , Kiev : Naukova Dumka . translated by Springer-Verlag, Berlin. 1985

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