Abstract
A convex nonsmooth optimization problem is replaced by a sequence of line search problems along recursively updated rays. Convergence of the method is proved, and relations to existing methods are discussed.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 731-738 |
| Number of pages | 8 |
| Journal | Journal of Optimization Theory and Applications |
| Volume | 91 |
| Issue number | 3 |
| DOIs | |
| State | Published - Dec 1996 |
| Externally published | Yes |
ASJC Scopus subject areas
- Control and Optimization
- Management Science and Operations Research
- Applied Mathematics
Keywords
- Aggregation
- Nonsmooth optimization
- Subgradient methods