Subgradient method

Subgradient methods are iterative methods for solving convex minimization problems. Originally developed by Naum Z. Shor and others in the 1960s and 1970s, subgradient methods are convergent when applied even to a non-differentiable objective function. When the objective function is differentiable, sub-gradient methods for unconstrained problems use the same search direction as the method of steepest descent. Subgradient projection methods are often applied to large-scale problems with decomposition techniques. Such decomposition methods often allow a simple distributed method for a problem.

Subgradient method

Subgradient methods are iterative methods for solving convex minimization problems. Originally developed by Naum Z. Shor and others in the 1960s and 1970s, subgradient methods are convergent when applied even to a non-differentiable objective function. When the objective function is differentiable, sub-gradient methods for unconstrained problems use the same search direction as the method of steepest descent. Subgradient projection methods are often applied to large-scale problems with decomposition techniques. Such decomposition methods often allow a simple distributed method for a problem.