Subtitle:

Raport Badawczy = Research Report ; RB/36/2009

Publisher:

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

Place of publishing:

Warszawa

Description:

28 pages ; 21 cm ; Bibliography p. 25-28

Abstract:

Recently the proximal bundle method for minimizing a convex function has been extended to an inexact oracle that delivers function and subgradient values of unknown accuracy. This method has been adapted to a partially inexact oracle that becomes exact only when an objective target level for a descent step is met. In Lagrangian relaxation, such oracles may save work by evaluating the dual function approximately on most iterations, without compromising the strong convergence properties of exact bundle methods. It was also shown that the recent method of Gaudioso et al. for finite min-max problems fits the partially inexact framework. In the work, its convergence results have been improved and useful modifications have been made. Numerical illustrations on stan­dard instances of the generalized assignment problem (GAP) are included.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Report

Resource Identifier:

oai:rcin.org.pl:144799

Source:

RB-2009-36

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