A Decomposition Algorithm for Convex Nondifferentiable Minimization with Errors
نویسندگان
چکیده
منابع مشابه
A Decomposition Algorithm for Convex Nondifferentiable Minimization with Errors
A decomposition algorithm based on proximal bundle-type method with inexact data is presented for minimizing an unconstrained nonsmooth convex function f . At each iteration, only the approximate evaluation of f and its approximate subgradients are required which make the algorithm easier to implement. It is shown that every cluster of the sequence of iterates generated by the proposed algorith...
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ژورنال
عنوان ژورنال: Journal of Applied Mathematics
سال: 2012
ISSN: 1110-757X,1687-0042
DOI: 10.1155/2012/215160