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.
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Communicated by P. Tseng
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Ermoliev, Y.M., Ruszczyński, A. Convex optimization by radial search. J Optim Theory Appl 91, 731–738 (1996). https://doi.org/10.1007/BF02190130
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DOI: https://doi.org/10.1007/BF02190130