×

zbMATH — the first resource for mathematics

A reduced subgradient algorithm. (English) Zbl 0624.90085
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.
Reviewer: P.Loewen

MSC:
90C25 Convex programming
65K05 Numerical mathematical programming methods
90C55 Methods of successive quadratic programming type
PDF BibTeX XML Cite
Full Text: DOI