A bundle method using two polyhedral approximations of the $$\varepsilon $$ ε -enlargement of a maximal monotone operator
Ludovic Nagesseur ()
Additional contact information
Ludovic Nagesseur: LAMIA, Université des Antilles
Computational Optimization and Applications, 2016, vol. 64, issue 1, No 3, 75-100
Abstract:
Abstract Until now, a few bundle methods for general maximal monotone operators exist and they were only employed with one polyhedral approximation of the $$\varepsilon $$ ε -enlargement of the maximal monotone operator considered. However, we find in the literature several hybrid-proximal methods which could be adapted with a great deal of bundle techniques in order to find a zero of a maximal monotone operator; yet, we could also consider the use of two polyhedral approximations. The method developed in this study has used a double polyhedral approximation at each iteration. Besides, as an application, we give a bundle method for a forward–backward type algorithm.
Keywords: Maximal monotone operator; $$\varepsilon $$ ε -Enlargement; Proximal point algorithm; Splitting algorithms; Bundle methods (search for similar items in EconPapers)
Date: 2016
References: View references in EconPapers View complete reference list from CitEc
Citations:
Downloads: (external link)
http://link.springer.com/10.1007/s10589-015-9808-7 Abstract (text/html)
Access to the full text of the articles in this series is restricted.
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:spr:coopap:v:64:y:2016:i:1:d:10.1007_s10589-015-9808-7
Ordering information: This journal article can be ordered from
http://www.springer.com/math/journal/10589
DOI: 10.1007/s10589-015-9808-7
Access Statistics for this article
Computational Optimization and Applications is currently edited by William W. Hager
More articles in Computational Optimization and Applications from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().