A convergent variation of the sub gradient method this
A Convergent Variation of the Sub gradient Method) This exercise provides a convergence result for a common variation of the subgradient method (the result is due to Brannlund [1993]; see also Goffin and Kiwiel [1996]).
Consider the iteration
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convergence of the subgradient method consider the subgradient methodand qlowast is the optimal dual cost this stepsize
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a convergent variation of the sub gradient method this exercise provides a convergence result for a common variation of
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