Subtitle:

Raport Badawczy = Research Report ; RB/55/2006

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

45 pages ; 21 cm ; Bibliography p. 42-45

Abstract:

The paper presents a bundle method for constrained convex optimization. Instead of using penalty functions, it shifts iterates towards feasibility, by way of a SIater point, assumed to be known. Besides, the method accepts an oracle delivering function and subgradient vaIues with unknown accuracy. The proposed approach is motivated by a number of applications in column generation, in which constraints are positively homogeneous - so that 0 is a natural Slater point - and an exact oracle may be time consuming. Finally, this convergence analysis empIoys arguments which have been little used so far in the bundle community. The method is illustrated on a number of cutting-stock problems.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Report

Resource Identifier:

oai:rcin.org.pl:139723

Source:

RB-2006-55

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

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: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open