Article ID: | iaor19951884 |
Country: | Netherlands |
Volume: | 62 |
Issue: | 2 |
Start Page Number: | 261 |
End Page Number: | 275 |
Publication Date: | Nov 1993 |
Journal: | Mathematical Programming |
Authors: | Lemarchal Claude, Correa Rafael |
Keywords: | programming: convex |
The authors present a simple and unified technique to establish convergence of various minimization methods. These contain the (conceptual) proximal point method, as well as implementable forms such as bundle algorithms, including the classical subgradient relaxation algorithm with divergent series.