A Subgradient Algorithm for Solving K-Convex Inequalities.
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WISCONSIN UNIV MADISON MATHEMATICS RESEARCH CENTER
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An algorithm is presented for solving a system of K-convex inequalities. The method requires the computation of a subgradient of the system at each iteration, but differentiability is not required. Global convergence, at least linear and sometimes quadratic, is shown to hold if the inequalities are regular. Author
- Theoretical Mathematics