Abstract
An iterative process is examined for minimizing a convex nondifferentiable functional on a convex closed set in a real Hilbert space. Convergence of the proposed process is proved. A two-sided bound on the optimal functional value is given.
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Translated from Vychislitel'naya i Prikladnaya Matematika, No. 57, pp. 124–131, 1985.
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Trius, Y.V. A numerical method of nondifferentiable convex optimization with constraints. J Math Sci 58, 290–294 (1992). https://doi.org/10.1007/BF01098344
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DOI: https://doi.org/10.1007/BF01098344