Approximate subgradients and coderivatives in R n

1996 ◽  
Vol 4 (4) ◽  
pp. 375-398 ◽  
Author(s):  
D. Borwein ◽  
J. M. Borwein ◽  
Xianfu Wang
Keyword(s):  
Approximate Subgradients

scholarly journals A Decomposition Algorithm for Convex Nondifferentiable Minimization with Errors

2012 ◽  
Vol 2012 ◽  
pp. 1-15 ◽  
Author(s):  
Yuan Lu ◽  
Li-Ping Pang ◽  
Jie Shen ◽  
Xi-Jun Liang
Keyword(s):  
Exact Solution ◽  
Unconstrained Minimization ◽  
Decomposition Algorithm ◽  
Approximate Evaluation ◽  
Type Method ◽  
Numerical Tests ◽  
Inexact Data ◽  
Unconstrained Minimization Problem ◽  
Nondifferentiable Minimization ◽  
Approximate Subgradients

A decomposition algorithm based on proximal bundle-type method with inexact data is presented for minimizing an unconstrained nonsmooth convex functionf. At each iteration, only the approximate evaluation offand its approximate subgradients are required which make the algorithm easier to implement. It is shown that every cluster of the sequence of iterates generated by the proposed algorithm is an exact solution of the unconstrained minimization problem. Numerical tests emphasize the theoretical findings.

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