Standard Subgradient Method
"God is real, unless declared integer."
- Anonymous
Subgradient Method
SUBGRA is an implementation of the standard subgradient method for convex nonsmooth (nondifferentiable) minimization. There is nothing special on it.
Code
| subgra.f | - standard subgradient method. |
|---|---|
| Makefile | - makefile. |
| tnsunc.f | - large-scale nonsmooth test problems. |
References
- N. Z. Shor, "Minimization Methods for Non-Differentiable Functions", Springer-Verlag, Berlin, 1985.
- N. Karmitsa, A. Bagirov, M.M. Mäkelä, "Comparing Different Nonsmooth Optimization Methods and Software", in preparation.
