On Poljak's improved subgradient method
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Poljak has suggested an improved subgradient method and provided a lower bound on the improvement of the Euclidean distance to an optimal solution. In this paper, we provide a stronger lower bound and show that the direction of movement in this method forms a more acute angle with the direction toward the set of optimal solutions than that in the subgradient method.
Key WordsOptimization nondifferentiable optimization subgradient methods cutting plane methods
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