Subgradient Method with Entropic Projections for Convex Nondifferentiable Minimization

K. C. Kiwiel
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K. C. Kiwiel: Systems Research Institute

Journal of Optimization Theory and Applications, 1998, vol. 96, issue 1, No 8, 159-173

Abstract: Abstract We replace orthogonal projections in the Polyak subgradient method for nonnegatively constrained minimization with entropic projections, thus obtaining an interior-point subgradient method. Inexact entropic projections are quite cheap. Global convergence of the resulting method is established.

Keywords: Convex programming; nondifferentiable optimization; subgradient algorithms; entropic projections (search for similar items in EconPapers)
Date: 1998
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DOI: 10.1023/A:1022671302532

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