Tuning Strategy for the Proximity Parameter in Convex Minimization

A. Fuduli and M. Gaudioso
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A. Fuduli: Università della Calabria
M. Gaudioso: Università della Calabria

Journal of Optimization Theory and Applications, 2006, vol. 130, issue 1, No 6, 95-112

Abstract: Abstract We present a new bundle method in which the use of the proximal trajectory of the cutting plane function allows the automatic tuning of the proximity parameter. An updating criterion of the stability center based on the agreement between the objective function and the polyhedral model is presented. Convergence properties are provided together with some numerical results.

Keywords: Nondifferentiable optimization; bundle methods; stability centers; proximal trajectories (search for similar items in EconPapers)
Date: 2006
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DOI: 10.1007/s10957-006-9090-z

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