New Variants of Bundle Methods
Author | : Institut National de Recherche en Informatique et en Automatique |
Publisher | : |
Total Pages | : 70 |
Release | : 1991 |
ISBN-10 | : OCLC:123332321 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Download or read book New Variants of Bundle Methods written by Institut National de Recherche en Informatique et en Automatique and published by . This book was released on 1991 with total page 70 pages. Available in PDF, EPUB and Kindle. Book excerpt: Abstract: "In this paper, we study bundle-type methods for convex optimization, based on successive approximations of the optimal value. They enjoy optimal efficiency estimates; furthermore, they provide attractive alternatives to solving convex constrained optimization problems, convex-concave saddle-point problems, and variational inequalities. We present a number of possible variants, establish their efficiency estimate, and give some illustrative numerical results."