Example: bankruptcy
Search results with tag "Subgradient method"
Subgradient Methods
web.stanford.eduin the gradient method. Unlike the ordinary gradient method, the subgradient method is notadescentmethod;thefunctionvaluecan(andoftendoes)increase. The subgradient method is far slower than Newton’s method, but is much simpler and can be applied to a far wider variety of problems. By combining the subgradient method