Revision as of 21:51, 13 October 2010 edit Kiefer.Wolfowitz (talk \| contribs) 39,688 edits →Convergence results: >Claude Lemaréchal "Lagrangian Relaxation", ''Combinatorial Optimization'', ''Lecture Notes in Computer Science'', Springer Verlag. </ref> ← Previous edit		Revision as of 21:53, 13 October 2010 edit undo Kiefer.Wolfowitz (talk \| contribs) 39,688 edits →Subgradient-projection methods: hyphenate to avoid confusion Next edit →
Line 67: \| isbn = 1-886529-00-0 }} </ref> On some problems, subgradient -projection methods are surprisingly competitive with proximal -bundle methods of descent; both subgradient-projection methods and contemporary bundle -methods often use "ballstep" rules for choosing step-sizes.<ref>[[Claude Lemaréchal]] "Lagrangian Relaxation", ''Combinatorial Optimization'', ''Lecture Notes in Computer Science'', Springer Verlag.</ref> ==Constrained optimization==

Subgradient method: Difference between revisions