Proximity control in bundle methods for convex nondifferentiable minimization

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Article ID:	iaor1991652
Country:	Netherlands
Volume:	46
Issue:	1
Start Page Number:	105
End Page Number:	122
Publication Date:	Jan 1990
Journal:	Mathematical Programming (Series A)
Authors:	Kiwiel Krzysztof C.

Abstract:

Proximal bundle methods for minimizing a convex function f generate a sequence {x^k} by taking x^k’+¹ to be the minimizer of f^k(x)+u^kℝx-x^kℝ²/2, where f^k is a sufficiently accurate polyhedral á

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