Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. Join them; it only takes a minute:

Sign up
Here's how it works:
  1. Anybody can ask a question
  2. Anybody can answer
  3. The best answers are voted up and rise to the top

In these notes, an extension of the subgradient method is presented in Section 8 (page 30). The method is described so quickly and neither convergence analysis (compared to classical subgradient for example) nor related references are discussed.

I would like to know more about these and googled but did not find anything.

I saw in the References a paper of Nesterov titled "Primal-dual subgradient methods for convex problems", however, this does not seem to be the same method.

Thank you for any suggestions.

share|cite|improve this question
That's not a paper; that's notes from a class. And it looks like [BPV97] is the reference they rely upon. (See the top of page 31.) – Michael Grant Jun 30 '14 at 17:28
@MichaelGrant: oh yes, I abused the word "paper", thanks for pointing that out. I had read (quickly) [BPV97] before asking and thought that the reference was for0 the definition (or things related to) the Uzawa iteration only. But you might be right, I will read that paper more in depth to see. – Khue Jul 2 '14 at 13:41

Your Answer


By posting your answer, you agree to the privacy policy and terms of service.

Browse other questions tagged or ask your own question.