Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function
dc.contributor.author | Birge, John R. | en_US |
dc.contributor.author | Qi, Liqun | en_US |
dc.contributor.author | Wei, Zengxin | en_US |
dc.date.accessioned | 2006-09-11T15:50:49Z | |
dc.date.available | 2006-09-11T15:50:49Z | |
dc.date.issued | 1998-05 | en_US |
dc.identifier.citation | Birge, J. R.; Qi, L.; Wei, Z.; (1998). "Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function." Journal of Optimization Theory and Applications 97(2): 357-383. <http://hdl.handle.net/2027.42/45249> | en_US |
dc.identifier.issn | 0022-3239 | en_US |
dc.identifier.issn | 1573-2878 | en_US |
dc.identifier.uri | https://hdl.handle.net/2027.42/45249 | |
dc.identifier.uri | http://www.ncbi.nlm.nih.gov/sites/entrez?cmd=retrieve&db=pubmed&list_uids=12168037&dopt=citation | en_US |
dc.description.abstract | In this paper, we analyze a class of methods for minimizing a proper lower semicontinuous extended-valued convex function . Instead of the original objective function f , we employ a convex approximation f k + 1 at the k th iteration. Some global convergence rate estimates are obtained. We illustrate our approach by proposing (i) a new family of proximal point algorithms which possesses the global convergence rate estimate even it the iteration points are calculated approximately, where are the proximal parameters, and (ii) a variant proximal bundle method. Applications to stochastic programs are discussed. | en_US |
dc.format.extent | 814027 bytes | |
dc.format.extent | 3115 bytes | |
dc.format.mimetype | application/pdf | |
dc.format.mimetype | text/plain | |
dc.language.iso | en_US | |
dc.publisher | Kluwer Academic Publishers-Plenum Publishers; Plenum Publishing Corporation ; Springer Science+Business Media | en_US |
dc.subject.other | Stochastic Programming | en_US |
dc.subject.other | Mathematics | en_US |
dc.subject.other | Theory of Computation | en_US |
dc.subject.other | Applications of Mathematics | en_US |
dc.subject.other | Calculus of Variations and Optimal Control | en_US |
dc.subject.other | Engineering, General | en_US |
dc.subject.other | Nonsmooth Convex Optimization | en_US |
dc.subject.other | Proximal Point Method | en_US |
dc.subject.other | Bundle Algorithm | en_US |
dc.subject.other | Optimization | en_US |
dc.subject.other | Operation Research/Decision Theory | en_US |
dc.subject.other | Optimization | en_US |
dc.title | Convergence Analysis of Some Methods for Minimizing a Nonsmooth Convex Function | en_US |
dc.type | Article | en_US |
dc.subject.hlbsecondlevel | Mathematics | en_US |
dc.subject.hlbtoplevel | Science | en_US |
dc.description.peerreviewed | Peer Reviewed | en_US |
dc.contributor.affiliationum | Department of Industrial and Operations Engineering, University of Michigan, Ann Arbor, Michigan | en_US |
dc.contributor.affiliationother | School of Mathematics, University of New South Wales, Sydney, NSW, Australia | en_US |
dc.contributor.affiliationother | School of Mathematics, University of New South Wales, Sydney, NSW, Australia | en_US |
dc.contributor.affiliationumcampus | Ann Arbor | en_US |
dc.identifier.pmid | 12168037 | en_US |
dc.description.bitstreamurl | http://deepblue.lib.umich.edu/bitstream/2027.42/45249/1/10957_2004_Article_417694.pdf | en_US |
dc.identifier.doi | http://dx.doi.org/10.1023/A:1022630801549 | en_US |
dc.identifier.source | Journal of Optimization Theory and Applications | en_US |
dc.owningcollname | Interdisciplinary and Peer-Reviewed |
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