Convex Optimization by Radial Search

Authors:   Ermoliev YM, Ruszczynski A

Publication Year:   1995

Reference:  IIASA Working Paper WP-95-036

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.
KEYWORDs: nonsmooth optimization, subgradient methods, aggregation

VIEW CONTENT

PDF

International Institute for Applied Systems Analysis (IIASA)
Schlossplatz 1, A-2361 Laxenburg, Austria
Phone: (+43 2236) 807 0 Fax:(+43 2236) 71 313

Twitter Facebook Youtube
Follow us on