New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values |
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Authors: | N. A. Sokolov |
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Affiliation: | (1) Central Economics and Mathematics Institute, Nakhimovskii pr. 47, Moscow, 117418, Russia |
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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. |
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Keywords: | convex function minimization of nondifferentiable function level method |
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