NEW VARIANTS OF BUNDLE METHODS

被引：249

作者：

LEMARECHAL, C ^{[1
]}

NEMIROVSKII, A ^{[1
]}

NESTEROV, Y ^{[1
]}

机构：

[1] CENT ECON & MATH INST,MOSCOW 117481,RUSSIA

来源：

MATHEMATICAL PROGRAMMING | 1995年 / 69卷 / 01期

关键词：

NONSMOOTH CONVEX OPTIMIZATION; BUNDLE METHODS;

D O I：

10.1007/BF01585555

中图分类号：

TP31 [计算机软件];

学科分类号：

081202 ; 0835 ;

摘要：

In this paper we describe a number of new variants of bundle methods for nonsmooth unconstrained and constrained convex optimization, convex-concave games and variational inequalities. We outline the ideas underlying these methods and present rate-of-convergence estimates.

引用

页码：111 / 147

页数：37

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