دانلود کتاب A bundle-filter method for nonsmooth convex constrained optimization

Name: A bundle-filter method for nonsmooth convex constrained optimization
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Author: Elizabeth Karas

by Elizabeth Karas, Ademir Ribeiro, Claudia Sagastizabal

عنوان فارسی: روش فیلتر بسته نرم افزاری برای nonsmooth بهینه سازی محدب محدود
سال: 2007
زبان: انگلیسی
تعداد صفحه (نسخه چاپی - نسخه الکترونیکی): 24-24
نوع فایل: PDF دانلود نرم افزار مطالعه
حجم: 0.29 مگابایت

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جزییات کتاب

For solving nonsmooth convex constrained optimization problems, we propose an algorithm which combines the ideas of the proximal bundle methods with the filter strategy for evaluating candidate points. The resulting algorithm inherits some attractive features from both approaches. On the one hand, it allows effective control of the size of quadratic programming subproblems via the compression and aggregation techniques of proximal bundle methods. On the other hand, the filter criterion for accepting a candidate point as the new iterate is sometimes easier to satisfy than the usual descent condition in bundle methods. Some encouraging preliminary computational results are also reported.