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.

引用

页码：159 / 173

页数：14

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