- Tytuł:
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Aproximal-Projection Bundle Method for Lagrangian Relaxation, Including Semidefine Programming
Raport Badawczy = Research Report ; RB/60/2006 - Autorzy:
- Kiwiel, Krzysztof
- Wydawca:
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Instytut Badań Systemowych. Polska Akademia Nauk
Systems Research Institute. Polish Academy of Sciences - Powiązania:
- Raport Badawczy = Research Report
- Opis:
-
Bibliografia s. 20
20 pages ; 21 cm
The paper presents a proximal bundle method for minimizing a convex function f over a convex set C. It requires evaluating f and its subgradients with a fixed but possibly unknown accuracy ε> 0. Each iteration involves solving an unconstrained proximal subproblem and projecting a certain point onto C. The method asymptotically finds points that are ε-optimal. In Lagrangian relaxation of convex programs, it allows for ε-accurate solutions of Lagrangian subproblems and finds ε-optimal primal solutions. For semidefinite programming problems, it extends the highly successful spectral bundle method to the case of inexact eigenvalue computations.
20 stron ; 21 cm
Bibliography p. 20 - Dostawca treści:
- RCIN - Repozytorium Cyfrowe Instytutów Naukowych
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