CONVERGENCE OF SOME ALGORITHMS FOR CONVEX MINIMIZATION

Authors
CORREA R LEMARECHAL C
Citation
R. Correa et C. Lemarechal, CONVERGENCE OF SOME ALGORITHMS FOR CONVEX MINIMIZATION, Mathematical programming, 62(2), 1993, pp. 261-275
Citations number
20
Categorie Soggetti
Operatione Research & Management Science",Mathematics,"Operatione Research & Management Science",Mathematics,"Computer Applications & Cybernetics
Journal title
Mathematical programming → ACNP
ISSN journal
00255610
Volume
62
Issue
2
Year of publication
1993
Pages
261 - 275
Database
ISI
SICI code
0025-5610(1993)62:2<261:COSAFC>2.0.ZU;2-1
Abstract
We present a simple and unified technique to establish convergence of various minimization methods. These contain the (conceptual) proximal point method, as well as implementable forms such as bundle algorithms , including the classical subgradient relaxation algorithm with diverg ent series.