README: Matlab codes for subgradient method
EE364b Convex Optimization II, S. Boyd

written by Almir Mutapcic 01/07

Piecewise linear minimization examples:
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subgrad_method_pwl_const.m   -- constant length step sizes
subgrad_method_pwl_dimin.m   -- diminishing step sizes
subgrad_method_pwl_speedup.m -- examples of speeding up subgrad method

Functions implementing subgrad method for piecewise linear problem:
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sgm_pwl_const_step_length.m -- constant step length step size
sgm_pwl_nonsum_dimin.m      -- diminishing nonsummable step size
sgm_pwl_sqrsum_nonsum.m     -- square summable, but nonsummable step size
sgm_pwl_optimal_step.m      -- optimal Polyak's step size
sgm_pwl_cfm.m               -- Camerini, Fratta, and Maffioli step size
sgm_pwl_filt_opt_step.m     -- `filtered' Polyak's optimal step size
sgm_pwl_momentum.m          -- `heavy-ball' step size (step size with momentum)

Other examples:
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subgrad_method_lin_feas.m     -- linear feasibility problem
subgrad_method_mtx_complete.m -- positive semidefinite matrix completion
subgrad_method_least_l1.m     -- least l1-norm minimization
subgrad_method_dual_prob.m    -- solving dual problem using proj. subgrad method
subgrad_method_lp.m           -- solving LPs using subgrad method for constr. problems