Clear Filters
Clear Filters

How to implement subgradient methods for optimization in Matlab?

5 views (last 30 days)
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.

Answers (0)

Community Treasure Hunt

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

Start Hunting!