A Subgradient Algorithm for Solving K-Convex Inequalities.

Abstract

An algorithm is presented for solving a system of K-convex inequalities. The method requires the computation of a subgradient of the system at each iteration, but differentiability is not required. Global convergence, at least linear and sometimes quadratic, is shown to hold if the inequalities are regular. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1976
Accession Number
ADA022720

Entities

People

  • Stephen M. Robinson

Organizations

  • University of Wisconsin–Madison

Tags

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Convergence
  • Inequalities
  • Iterations
  • Mathematical Analysis
  • Mathematics

Fields of Study

  • Mathematics

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