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Raport Badawczy = Research Report ; RB/67/2003
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
18 pages ; 21 cm ; Bibliography p. 17-18
The paper presents a proximal bundle method for minimizing a convex function f over a closed convex set. It only requires evaluating f and its subgradients with an accuracy ε>0, which is fixed but possibly unknown. It asymptotically finds points that are ε-optimal. When applied to Lagrangian relaxation, it allows for ε-accurate solutions of Lagrangian subproblems, and finds ε-optimal solutions of convex programs.
Raport Badawczy = Research Report
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 19, 2021
Sep 17, 2020
92
https://rcin.org.pl./publication/174987
Edition name | Date |
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RB-2003-67 : Kiwiel Krzysztof Czesław : A proximal bundle method with approximate subgradient linearizations | Oct 19, 2021 |
Kiwiel, Krzysztof
Kiwiel, Krzysztof
Kiwiel, Krzysztof Larsson, Torbjörn Lindberg, Per
Kiwiel, Krzysztof Larsson, Torbjörn Lindberg, Per
Kiwiel, Krzysztof