论文信息 - Convex optimization by radial search

Convex optimization by radial search

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.

A. Ruszczyński | A. Ruszczynski | Y. Ermoliev | Y. M. Ermoliev

[1] Yuri M. Ermoliev,et al. Constraint aggregation principle in convex optimization , 1997, Math. Program..

[2] 丸山徹. Convex Analysisの二,三の進展について , 1977 .

[3] K. Kiwiel. Methods of Descent for Nondifferentiable Optimization , 1985 .

[4] J. Hiriart-Urruty,et al. Convex analysis and minimization algorithms , 1993 .

[5] Andrzej Ruszczynski,et al. A Linearization Method for Nonsmooth Stochastic Programming Problems , 1987, Math. Oper. Res..