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New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values
Authors:N A Sokolov
Institution:(1) Central Economics and Mathematics Institute, Nakhimovskii pr. 47, Moscow, 117418, Russia
Abstract:New variants of the generalized level method for minimization of convex Lipschitz functions on a compact set with a nonempty interior are proposed. These variants include the well-known generalized and classical level methods. For the new variants, an estimate of the convergence rate is found, including the variants in which the auxiliary problems are solved approximately.
Keywords:convex function  minimization of nondifferentiable function  level method
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