An Algorithm for Nonsmooth Convex Minimization With Errors
نویسندگان
چکیده
منابع مشابه
An Algorithm for Nonsmooth Convex Minimization With Errors
A readily implementable algorithm is given for minimizing any convex, not necessarily differentiable, function/of several variables. At each iteration the method requires only one approximate evaluation of /and its E-subgradient, and finds a search direction by solving a small quadratic programming problem. The algorithm generates a minimizing sequence of points, which converges to a solution w...
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ژورنال
عنوان ژورنال: Mathematics of Computation
سال: 1985
ISSN: 0025-5718
DOI: 10.2307/2008055