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Nonsmooth optimization subgradient method with variable metric and stepsize control

  Link Details for: Nonsmooth optimization subgradient method with variable metric and stepsize control
Link Title: Nonsmooth optimization subgradient method with variable metric and stepsize control Open in a new window
Link URL: http://www.ise.ufl.edu/uryasev/varf.txt
Link Details: Fortran 77 code by S. P. Uryasev. A similar code is at http://www.ise.ufl.edu/uryasev/varg.txt .
Category: Top : Computers : Programming : Languages : Fortran : Source_Code : Optimization
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Nonsmooth optimization subgradient method with variable metric and stepsize control