Extensions

In this chapter we study the projected subgradient method for nonsmooth convex constrained optimization problems in a Hilbert space. For these problems, an objective function is defined on an open convex set and a set of admissible points is not necessari

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Alexander J. Zaslavski

The Projected Subgradient Algorithm in Convex Optimization 123

SpringerBriefs in Optimization Series Editors Sergiy Butenko, Department of Industrial and Systems Engineering, Texas A&M University, College Station, TX, USA Mirjam Dür, Department of Mathematics, University of Trier, Trier, Germany Panos M. Pardalos, ISE Department, University of Florida, Gainesville, FL, USA János D. Pintér, Lehigh University, Bethlehem, PA, USA Stephen M. Robinson, University of Wisconsin-Madison, Madison, WI, USA Tamás Terlaky, Lehigh University, Bethlehem, PA, USA My T. Thai , CISE Department, University of Florida, Gainesville, FL, USA

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Alexander J. Zaslavski

The Projected Subgradient Algorithm in Convex Optimization

123

Alexander J. Zaslavski Department of Mathematics Technion – Israel Institute of Technology Haifa, Israel

ISSN 2190-8354 ISSN 2191-575X (electronic) SpringerBriefs in Optimization ISBN 978-3-030-60299-4 ISBN 978-3-030-60300-7 (eBook) https://doi.org/10.1007/978-3-030-60300-7 Mathematics Subject Classification: 49M37, 65K05, 90C25, 90C26, 90C30 © The Editor(s) (if applicable) and The Author(s), under exclusive license to Springer Nature Switzerland AG 2020 This work is subject to copyright. All rights are solely and exclusively licensed by the Publisher, whether the whole or part of the material is concerned, specifically the rights of translation, reprinting, reuse of illustrations, recitation, broadcasting, reproduction on microfilms or in any other physical way, and transmission or information storage and retrieval, electronic adaptation, computer software, or by similar or dissimilar methodology now known or hereafter developed. The use of general descriptive names, registered names, trademarks, service marks, etc. in this publication does not imply, even in the absence of a specific statement, that su