Polyak's subgradient method with simplified projection for nondifferentiable optimization with linear constraints
- 1 January 1989
- journal article
- research article
- Published by Taylor & Francis in Optimization
- Vol. 20 (4) , 451-456
- https://doi.org/10.1080/02331938908843463
Abstract
The projection operation required in the Polyak's subgradient method for nondifferentiable optimization problems with linear constraints is simplified. The modified method finds a new search direction in the cone of feasible directions at the current point. This greatly reduces the dimension of the projection operation. A computational test shows significant improvement in the computational efficiency.Keywords
This publication has 5 references indexed in Scilit:
- Two-direction subgradient method for non-differentiable optimization problemsOperations Research Letters, 1987
- Subdifferentials of functions on setsCybernetics and Systems Analysis, 1980
- On improving relaxation methods by modified gradient techniquesPublished by Springer Nature ,1975
- Validation of subgradient optimizationMathematical Programming, 1974
- Minimization of unsmooth functionalsUSSR Computational Mathematics and Mathematical Physics, 1969