Abstract
This paper generalizes a practical convergence result first presented by Polyak. This new result presents a theoretical justification for the step size which has been successfully used in several specialized algorithms which incorporate the subgradient optimization approach.
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Allen, E., Helgason, R., Kennington, J. et al. A generalization of Polyak's convergence result for subgradient optimization. Mathematical Programming 37, 309–317 (1987). https://doi.org/10.1007/BF02591740
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DOI: https://doi.org/10.1007/BF02591740