Subgradient method: Difference between revisions

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\end{cases}</math>
where <math>\partial f</math> denotes the subdifferential of <math>f \ </math>. If the current point is feasible, the algorithm uses an objective subgradient; if the current point is infeasible, the algorithm chooses a subgradient of any violated constraint.
==References==
* {{cite book
| last = Bertsekas
| first = D.
| title = Nonlinear Programming
| publisher = Athena Scientific
| date = 1999
| ___location = Cambridge, MA.
}}
 
* {{cite book
| last = Shor
| first = N.
| title = Minimization Methods for Non-differentiable Functions
| publisher = Springer
| date = 1985
}}
 
[[Category: Mathematics_stubs]]