Subgradient Method with Entropic Projections for Convex Nondifferentiable Minimization

被引：0
|
作者：
K. C. Kiwiel
机构：
[1] Systems Research Institute,
来源：
Journal of Optimization Theory and Applications | 1998年 / 96卷
关键词：
Convex programming; nondifferentiable optimization; subgradient algorithms; entropic projections;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
We replace orthogonal projections in the Polyak subgradient method for nonnegatively constrained minimization with entropic projections, thus obtaining an interior-point subgradient method. Inexact entropic projections are quite cheap. Global convergence of the resulting method is established.
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页码：159 / 173
页数：14
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