Convergence of a simple subgradient level method

Abstract

We study the subgradient projection method for convex optimization with Brr ann-lund's level control for estimating the optimal value. We establish global convergence in objective values without additional assumptions employed in the literature.

DOI: 10.1007/s101070050053

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Cite this paper

@article{Goffin1999ConvergenceOA, title={Convergence of a simple subgradient level method}, author={Jean-Louis Goffin and Krzysztof C. Kiwiel}, journal={Math. Program.}, year={1999}, volume={85}, pages={207-211} }