A Decomposition Algorithm for Convex Nondifferentiable Minimization with Errors
A decomposition algorithm based on proximal bundle-type method with inexact data is presented for minimizing an unconstrained nonsmooth convex function f. At each iteration, only the approximate evaluation of f and its approximate subgradients are required which make the algorithm easier to implemen...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2012-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2012/215160 |
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