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Cutting Plane Algorithms and Approximate Lower Subdifferentiability
Authors:Jean-Paul Penot  Pham Hong Quang
Institution:(3) School Inform. Techn. and Math. Sci., University Ballarat, Ballarat, Australia;
Abstract:A notion of boundedly ε-lower subdifferentiable functions is introduced and investigated. It is shown that a bounded from below, continuous, quasiconvex function is locally boundedly ε-lower subdifferentiable for every ε>0. Some algorithms of cutting plane type are constructed to solve minimization problems with approximately lower subdifferentiable objective and constraints. In those algorithms an approximate minimizer on a compact set is obtained in a finite number of iterations provided some boundedness assumption be satisfied.
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