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Mathematics of Computation

Published by the American Mathematical Society since 1960 (published as Mathematical Tables and other Aids to Computation 1943-1959), Mathematics of Computation is devoted to research articles of the highest quality in computational mathematics.

ISSN 1088-6842 (online) ISSN 0025-5718 (print)

The 2020 MCQ for Mathematics of Computation is 1.78.

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An algorithm for nonsmooth convex minimization with errors
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by Krzysztof C. Kiwiel PDF
Math. Comp. 45 (1985), 173-180 Request permission

Abstract:

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 $\varepsilon$-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.
References
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Additional Information
  • © Copyright 1985 American Mathematical Society
  • Journal: Math. Comp. 45 (1985), 173-180
  • MSC: Primary 90C25; Secondary 65K05
  • DOI: https://doi.org/10.1090/S0025-5718-1985-0790650-5
  • MathSciNet review: 790650