On Poljak's improved subgradient method
Copyright policy )On Poljak's improved subgradient method
\textit{B. T. Polyak} [USSR Comput. Math. Math. Phys. 9 (1969), No.3, 14-29 (1971; Zbl 0229.65056)] has suggested an improved subgradient method and provided a lower bound on the improvement of the Euclidean distance to an optimal solution. In this paper, we provide a stronger lower bound and show that the direction of movement in this method forms a more acute angle with the direction toward the set of optimal solutions than that in the subgradient method.
- Korea Advanced Institute of Science and Technology Korea (Republic of)
- Korea Advanced Institute of Science and Technology Korea (Republic of)
- Korean Association Of Science and Technology Studies Korea (Republic of)
Optimization, nondifferentiable optimization, Numerical methods based on nonlinear programming, Nonlinear programming, cutting plane methods, subgradient methods, stronger lower bound, subgradient method
Optimization, nondifferentiable optimization, Numerical methods based on nonlinear programming, Nonlinear programming, cutting plane methods, subgradient methods, stronger lower bound, subgradient method
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