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Talk:Subgradient method

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This is an old revision of this page, as edited by Kiefer.Wolfowitz (talk | contribs) at 18:15, 9 May 2011 (Bertsekas has a rather comprehensive study of step-size rules. (Please remember to sign your posts.)). The present address (URL) is a permanent link to this revision, which may differ significantly from the current revision.

I do not understand, are the convergence proofs for all 5 step size choices known? I think this contradicts Nesterov[07] paper where it is claimed that the convergent variants of this method have step sizes that satisfy the divergent series rule - sum of steps=infinity, but limit of step =0.

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Bertsekas has a rather comprehensive study of step-size rules. (Please remember to sign your posts.)  Kiefer.Wolfowitz 18:15, 9 May 2011 (UTC)[reply]
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