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An approximate decomposition algorithm for convex minimization

✍ Scribed by Yuan Lu; Li-Ping Pang; Xi-Jun Liang; Zun-Quan Xia

Book ID
108075720
Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
320 KB
Volume
234
Category
Article
ISSN
0377-0427

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A VU-algorithm for convex minimization
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✍ Robert Mifflin; Claudia SagastizΓ‘bal πŸ“‚ Article πŸ“… 2005 πŸ› Springer-Verlag 🌐 English βš– 278 KB

For convex minimization we introduce an algorithm based on VU-space decomposition. The method uses a bundle subroutine to generate a sequence of approximate proximal points. When a primal-dual track leading to a solution and zero subgradient pair exists, these points approximate the primal track poi