Convergence of some algorithms for convex minimization |
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Authors: | Rafael Correa Claude Lemaréchal |
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Affiliation: | (1) Departamento de Matematicas, Universidad de Chile, Santiago, Chile;(2) Domaine de Voluceau-Rocquencourt, INRIA, B.P. 105, 78153 Le Chesnay Cedex, France |
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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 divergent series.An important research work of Phil Wolfe's concerned convex minimization. This paper is dedicated to him, on the occasion of his 65th birthday, in appreciation of his creative and pioneering work. |
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Keywords: | 65K05 90C25 |
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