Subtitle:

Raport Badawczy = Research Report ; RB/72/2007

Publisher:

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

Place of publishing:

Warszawa

Description:

[30] pages ; 21 cm ; Bibliography p. [29-30]

Abstract:

The paper gives a bundle method for constrained convex optimization. Instead of using penalty functions, it shifts iterates towards feasibility, by way of a Slater point, assumed to be known. Besides, the method accepts an oracle delivering function and subgradient values with unknown accuracy. The proposed approach is motivated by a number of applications in column generation, in which constarints are positively homogeneous - so that zero is a natural Slater point - and an exact oracle may be time consuming. Finally, this convergence analysis employs 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:139759

Source:

RB-2007-72

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