Piecewise-quadratic Approximations in Convex Numerical Optimization
نویسندگان
چکیده
منابع مشابه
Piecewise-quadratic Approximations in Convex Numerical Optimization
We present a bundle method for convex nondifferentiable minimization where the model is a piecewise-quadratic convex approximation of the objective function. Unlike standard bundle approaches, the model only needs to support the objective function from below at a properly chosen (small) subset of points, as opposed to everywhere. We provide the convergence analysis for the algorithm, with a gen...
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ژورنال
عنوان ژورنال: SIAM Journal on Optimization
سال: 2011
ISSN: 1052-6234,1095-7189
DOI: 10.1137/100817930