Skip to main content
SpringerLink
Log in

The Subgradient Method

  • Chapter
Minimization Methods for Non-Differentiable Functions

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.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Log in via an institution

Subscribe and save

Springer+ Basic
$34.99 /Month
  • Get 10 units per month
  • Download Article/Chapter or eBook
  • 1 Unit = 1 Article or 1 Chapter
  • Cancel anytime
Subscribe now

Buy Now

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 69.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 89.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Similar content being viewed by others

Author information

Authors and Affiliations

  1. Institute of Cybernetics of the Academy of Sciences of the Ukrainian SSR, 142/144 40-Ietiya Oktyabrya Avenue, 25227, Kiev-207, USSR

    Naun Zuselevich Shor

Authors
  1. Naun Zuselevich Shor
    View author publications

    You can also search for this author in PubMed Google Scholar

Rights and permissions

Reprints and permissions

Copyright information

© 1985 Springer-Verlag Berlin, Heidelberg

About this chapter

Cite this chapter

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

Download citation

  • 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

Publish with us

Policies and ethics

Search

Navigation