Authors
Stephen Boyd, Lin Xiao, Almir Mutapcic
Publication date
2003/10/1
Journal
lecture notes of EE392o, Stanford University, Autumn Quarter
Volume
2004
Issue
01
Description
The subgradient method is a very simple algorithm for minimizing a nondifferentiable convex function. The method looks very much like the ordinary gradient method for differentiable functions, but with several notable exceptions:
Total citations
Scholar articles
S Boyd, L Xiao, A Mutapcic - lecture notes of EE392o, Stanford University, Autumn …, 2003
S Boyd, A Mutapcic - Lecture Notes for EE364b, Stanford University, 2008