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Constrained ε-subgradient method for simultaneous solution of the primal and dual problems of convex programming

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An implementable method is proposed for simultaneous solution of the primal and dual problems of convex programming.

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Additional information

Translated from Kibernetika, No. 2, pp. 54–64, March–April, 1989.

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Rzhevskii, S.V. Constrained ε-subgradient method for simultaneous solution of the primal and dual problems of convex programming. Cybern Syst Anal 25, 203–218 (1989).

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