A Bundle Method for Solving Convex Non-smooth Minimization Problems
نویسنده
چکیده
Numerical experiences show that bundle methods are very efficient for solving convex non-smooth optimization problems. In this paper we describe briefly the mathematical background of a bundle method and discuss practical aspects for the numerical implementation. Further, we give a detailed documentation of our implementation and report about numerical tests.
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تاریخ انتشار 2006