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Random algorithms for convex minimization problems

✍ Scribed by Angelia Nedić


Publisher
Springer-Verlag
Year
2011
Tongue
English
Weight
349 KB
Volume
129
Category
Article
ISSN
0025-5610

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A VU-algorithm for convex minimization
✍ Robert Mifflin; Claudia Sagastizábal 📂 Article 📅 2005 🏛 Springer-Verlag 🌐 English ⚖ 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