Convex Optimization by Radial Search

Y.M. Ermoliev and Andrzej Ruszczynski (rusz@business.rutgers.edu)

Working Papers from International Institute for Applied Systems Analysis

Abstract: A convex nonsmooth optimization problem is replaced by a sequence of line search problems along recursively updated rays. Convergence of the method is proved and applications to linear inequalities, constraint aggregation and saddle point seeking indicated.

Date: 1995-04
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