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A generalization of Polyak's convergence result for subgradient optimization |
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| Authors: | Ellen Allen Richard Helgason Jeffery Kennington Bala Shetty |
| Affiliation: | (1) Department of Operations Research, Southern Methodist University, 75275 Dallas, TX, USA;(2) Department of Business Analysis, Texas A & M University, 77843 College Station, TX, USA |
| Abstract: | This paper generalizes a practical convergence result first presented by Polyak. This new result presents a theoretical justification for the step size which has been successfully used in several specialized algorithms which incorporate the subgradient optimization approach. |
| Keywords: | Subgradient optimization nonlinear programming convergence |
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