Convergence of some algorithms for convex minimization

Convergence of some algorithms for convex minimization

0.00 Avg rating0 Votes
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: ,
Keywords: programming: convex
Abstract:

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.

Reviews

Required fields are marked *. Your email address will not be published.