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ON THE EFFICIENCY OF SUBGRADIENT PROJECTION METHOD
FOR CONSTRAINED CONVEX PROBLEMS
Ojarikre, H.I
Department of Mathematics and
Computer Science,
Delta State University, Abraka,
ABSTRACT
In this paper, we shall consider
the necessary and sufficient conditions for convex optimization using
sub-gradient projection onto successive approximation of level sets.
The second order conditions are stated through an associated
linear-quadratic problem using the prima-dual decomposition techniques.
A numerical illustration is given to show the efficiency of this method.
KEYWORDS:
Subgradient projection, level sets admissible step size, linearization,
descent bundle method. |
