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Journal of Optimization Theory and Applications

, Volume 91, Issue 3, pp 731–738 | Cite as

Convex optimization by radial search

  • Y. M. Ermoliev
  • A. Ruszczyński
Technical Note
  • 48 Downloads

Abstract

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.

Key Words

Nonsmooth optimization subgradient methods aggregation 

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References

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    Hiriart-Urruty, J. B., andLemaréchal, C.,Convex Analysis and Minimization Algorithms, Springer Verlag, Berlin, Germany, 1993.Google Scholar
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    Ermoliev, Y. M., Kryazhimskii, A. V., andRuszczyński, A.,A Constraint Aggregation Principle in Convex Optimization, Working Paper WP-95-015, International Institute for Applied Systems Analysis, Laxenburg, Austria, 1995.Google Scholar
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    Ermoliev, Y. M., andRuszczyński, A.,Convex Optimization by Radial Search, Working Paper WP-95-036, International Institute for Applied Systems Analysis, Laxenburg, Austria, 1995.Google Scholar
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    Rockafellar, R. T.,Convex Analysis, Princeton University Press, Princeton, New Jersey, 1973.Google Scholar

Copyright information

© Plenum Publishing Corporation 1996

Authors and Affiliations

  • Y. M. Ermoliev
    • 1
  • A. Ruszczyński
    • 1
  1. 1.International Institute for Applied Systems AnalysisLaxenburgAustria

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