03936393

j

03936393 Kiwiel, Krzysztof C. An algorithm for nonsmooth convex minimization with errors. Math. Comput. 45, 173-180 (1985). 1985 American Mathematical Society, Providence, RI EN nonsmooth convex minimization descent methods aggregate subgradients iteration

doi:10.2307/2008055

Author's summary: A readily implementable algorithm is given for minimizing any convex, not necessarily differentiable, function f of several variables. At each iteration the method requires only one approximate evaluation of f and its $\epsilon$-subgradient, and finds a search direction by solving a small quadratic programming problem. The algorithm generates a minimizing sequence of points, which converges to a solution whenever f has any minimizers. I.H.Mufti