Proximal-ACCPM: A Versatile Oracle Based Optimisation Method
作者： Frédéric Babonneau , Cesar Beltran , Alain Haurie , Claude Tadonki , Jean-Philippe Vial
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摘要: Oracle Based Optimisation (OBO) conveniently designates an approach to handle a class of convex optimisation problems in which the information pertaining function be minimized and/or feasible set takes form linear outer approximation revealed by oracle. Three representative examples are introduced show how one can cast difficult this format, and solve them. An efficient method, Proximal-ACCPM, is presented trigger OBO approach. Numerical results for these provided illustrate behavior method. This paper summarizes several contributions with aims give, single report, enough on method its implementation facilitate new applications
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