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Object

Title: Aproximal-Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming

Creator:

Kiwiel, Krzysztof

Date issued/created:

2005

Resource type:

Text

Subtitle:

Raport Badawczy = Research Report ; RB/49/2005

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Description:

20 pages ; 21 cm ; Bibliography p. 19-20

Abstract:

The paper presents a proximal bundle method for minimizing a convex function f over a convex set C. It requires evaluating f and its subgradients with a fixed but possibly unknown accuracy ε> 0. Each iteration involves solving an unconstrained proximal subproblem, and projecting a certain point onto C. The method asymptotically finds points that are ε-optimal. In Lagrangian relaxation of convex programs, it allows for ε-accurate solutions of Lagrangian subproblems, and finds ε-optimal primal solutions. For semidefinite programming problems, it extends the highly successful spectral bundle method to the case of inexact eigenvalue computations.

Relation:

Raport Badawczy = Research Report

Detailed Resource Type:

Report

Resource Identifier:

oai:rcin.org.pl:139670

Source:

RB-2005-49

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open

Object collections:

Last modified:

Oct 19, 2021

In our library since:

Sep 17, 2020

Number of object content downloads / hits:

13

All available object's versions:

https://rcin.org.pl/publication/175123

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