@techreport{iiasa4556, month = {April}, type = {IIASA Working Paper}, title = {Convex Optimization by Radial Search}, address = {IIASA, Laxenburg, Austria}, publisher = {WP-95-036}, year = {1995}, url = {https://pure.iiasa.ac.at/id/eprint/4556/}, abstract = {A convex nonsmooth optimization problem is replaced by a sequence of line search problems along recursively updated rays. Convergence of the method is proved and applications to linear inequalities, constraint aggregation and saddle point seeking indicated.}, author = {Ermoliev, Y. M. and Ruszczynski, A.} }