A proximal bundle method based on approximate subgradients

Hintermueller, Michael (2001) A proximal bundle method based on approximate subgradients. Computational Optimization and Applications, 20 (3). pp. 245-266. ISSN 0926-6003

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Abstract

In this paper a proximal bundle method is introduced that is capable to deal with approximate subgradients. No further knowledge of the approximation quality (like explicit knowledge or controllability of error bounds) is required for proving convergence. It is shown that every accumulation point of the sequence of iterates generated by the proposed algorithm is a well-defined approximate solution of the exact minimization problem. In the case of exact subgradients the algorithm behaves like well-established proximal bundle methods. Numerical tests emphasize the theoretical findings.

Item Type: Article
Schools and Departments: School of Mathematical and Physical Sciences > Mathematics
Depositing User: EPrints Services
Date Deposited: 06 Feb 2012 18:34
Last Modified: 09 Jul 2012 11:21
URI: http://sro.sussex.ac.uk/id/eprint/17146
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