Raport Badawczy = Research Report ; RB/55/2006
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
45 pages ; 21 cm ; Bibliography p. 42-45
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.
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
22
https://rcin.org.pl./publication/175185
Edition name | Date |
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RB-2006-55 : Kiwiel Krzysztof Czesław, Lemarechal Claude : An Inexact Conic Bundle Variant Suited to Column Generation | Oct 19, 2021 |
Kiwiel, Krzysztof
Kiwiel, Krzysztof
Kiwiel, Krzysztof
Kiwiel, Krzysztof
Kiwiel, Krzysztof