Talk:Subgradient method
Add topicLatest comment: 15 years ago by Kiefer.Wolfowitz
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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)