A separating plane algorithm with limited memory for convex nonsmooth optimization
Numerical methods and programming, Tome 7 (2006) no. 1, pp. 133-137
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A modification of the separating plane algorithm with storage requirements of the order of $n^2$ is proposed for $n$-dimensional convex nonsmooth optimization.
Keywords:
convex programming, nonsmooth optimization, separating plane method,.
@article{VMP_2006_7_1_a16,
author = {E. A. Nurminski},
title = {A separating plane algorithm with limited memory for convex nonsmooth optimization},
journal = {Numerical methods and programming},
pages = {133--137},
year = {2006},
volume = {7},
number = {1},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMP_2006_7_1_a16/}
}
E. A. Nurminski. A separating plane algorithm with limited memory for convex nonsmooth optimization. Numerical methods and programming, Tome 7 (2006) no. 1, pp. 133-137. http://geodesic.mathdoc.fr/item/VMP_2006_7_1_a16/