How to implement subgradient methods for optimization in Matlab?

Hello, I would like to numerically optimize a convex function with constraints. The target function itself is not differentiable at all points. I planned on using subgradient search methods but cannot find an implemented Matlab-function or example code. Would be thankful for any recommendations.

Réponses (0)

Catégories

Question posée :

le 14 Fév 2017

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

Translated by