
doi: 10.1007/bfb0121158
The authors describe an iterative method for the approximate solution of nondifferentiable convex programming problems. The problems incorporate linear equality and inequality constraints \((Ax=b\), \(x\geq 0)\); the method combines Wolfe's well-known reduced gradient algorithm with the bundle method of nonsmooth optimization. The algorithm is explained clearly, convergence is proved, and five numerical examples are presented.
Convex programming, linearly constrained minimization, reduced gradient algorithm, nonsmooth optimization, Methods of successive quadratic programming type, nondifferentiable convex programming, Numerical mathematical programming methods, bundle method, approximate solution
Convex programming, linearly constrained minimization, reduced gradient algorithm, nonsmooth optimization, Methods of successive quadratic programming type, nondifferentiable convex programming, Numerical mathematical programming methods, bundle method, approximate solution
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