Cutting Plane Algorithms and Approximate Lower Subdifferentiability

Cutting Plane Algorithms and Approximate Lower Subdifferentiability

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Article ID: iaor20111973
Volume: 148
Issue: 3
Start Page Number: 455
End Page Number: 470
Publication Date: Mar 2011
Journal: Journal of Optimization Theory and Applications
Authors: ,
Keywords: heuristics
Abstract:

A notion of boundedly ϵ‐lower subdifferentiable functions is introduced and investigated. It is shown that a bounded from below, continuous, quasiconvex function is locally boundedly ϵ‐lower subdifferentiable for every ϵ>0. Some algorithms of cutting plane type are constructed to solve minimization problems with approximately lower subdifferentiable objective and constraints. In those algorithms an approximate minimizer on a compact set is obtained in a finite number of iterations provided some boundedness assumption be satisfied.

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