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计算数学 1991
A Method of Reduced. Subgradient for Nondifferentiable Convex Programming uuder Linear Constraints
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Abstract:
Making use of part of the information about the subdifferential of the object function,this paper presents an algorithm of reduced subgradient for the nondifferentiable convex pro-gramming. The theoretical model for proving the convergence of the algorithm is also con-tructed. The global convergence of the algorithm is proved and feasibility of the algorithm isdemonstrated.