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Part of the book series: Springer Series in Computational Mathematics ((SSCM,volume 3))

Abstract

Let f be a convex function defined on E n . The subgradient method is an algorithm which generates a sequence \(\{{x_k}\}_{k = 0}^\infty\) according to the formula

$${x_{k + 1}} = {x_k} - {h_{k + 1}}\,({x_k})\,gf(x_k^{\rm{r}}),$$
((2.1))

where x0 is a given starting point.

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© 1985 Springer-Verlag Berlin, Heidelberg

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Shor, N.Z. (1985). The Subgradient Method. In: Minimization Methods for Non-Differentiable Functions. Springer Series in Computational Mathematics, vol 3. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-82118-9_3

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  • DOI: https://doi.org/10.1007/978-3-642-82118-9_3

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-82120-2

  • Online ISBN: 978-3-642-82118-9

  • eBook Packages: Springer Book Archive

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