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Fundamental algorithm for minimizing convex functions

✍ Scribed by S. V. Rzhevskii


Publisher
Springer US
Year
1979
Tongue
English
Weight
210 KB
Volume
15
Category
Article
ISSN
1573-8337

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A VU-algorithm for convex minimization
✍ 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