作者: Welington de Oliveira , Claudia Sagastizábal
DOI: 10.1590/0101-7438.2014.034.03.0647
关键词:
摘要: Bundle methods are often the algorithms of choice for nonsmooth convex optimization, especially if accuracy in solution and reliability a concern. We review several based on bundle methodology that have been developed recently that, unlike their forerunner variants, ability to provide exact solutions even most time available information is inaccurate. adopt an approach by no means exhaustive, but covers different proximal level dealing with inexact oracles, both unconstrained constrained problems.