SUBGRADIENT METHOD WITH ENTROPIC PROJECTIONS FOR CONVEX NONDIFFERENTIABLE MINIMIZATION

Authors
KIWIEL KC
Citation
Kc. Kiwiel, SUBGRADIENT METHOD WITH ENTROPIC PROJECTIONS FOR CONVEX NONDIFFERENTIABLE MINIMIZATION, Journal of optimization theory and applications, 96(1), 1998, pp. 159-173
Citations number
27
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science
Journal title
Journal of optimization theory and applications → ACNP
ISSN journal
00223239
Volume
96
Issue
1
Year of publication
1998
Pages
159 - 173
Database
ISI
SICI code
0022-3239(1998)96:1<159:SMWEPF>2.0.ZU;2-3
Abstract
We replace orthogonal projections in the Polyak subgradient method for nonnegatively constrained minimization with entropic projections, thu s obtaining an interior-point subgradient method. Inexact entropic pro jections are quite cheap. Global convergence of the resulting method i s established.