A Decomposition Algorithm for Convex Nondifferentiable Minimization with Errors
作者： Yuan Lu , Li-Ping Pang , Jie Shen , Xi-Jun Liang
DOI: 10.1155/2012/215160
关键词:
摘要: A decomposition algorithm based on proximal bundle-type method with inexact data is presented for minimizing an unconstrained nonsmooth convex function . At each iteration, only the approximate evaluation of and its subgradients are required which make easier to implement. It shown that every cluster sequence iterates generated by proposed exact solution minimization problem. Numerical tests emphasize theoretical findings.
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