An approximate decomposition algorithm for convex minimization
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The purpose of the paper is to propose a modification of the so-called VU-algorithm proposed by \textit{R. Mifflin} and \textit{C. Sagastizábal} [Math. Program. 104, No. 2--3 (B), 583--608 (2005; Zbl 1085.65051)], which solves the problem of minimizing a non-smooth convex function \(f: \mathbb{R}^n\to\mathbb{R}\) over \(\mathbb{R}^n\). The main idea consists in replacing the exact subgradients used in the method by Mifflin and Magastizábal by their approximation, which makes the algorithm easier to implement. Numerical experience with the proposed modification is reported in the concluding part of the paper.
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Cited in
(24)- Decomposition algorithm for convex differentiable minimization
- A proximal-based deomposition method for compositions method for convex minimization problems
- The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations
- A new successive partition algorithm for concave minimization based on cone decomposition and decomposition cuts
- A filled function method for minimizing control variation in constrained discrete-time optimal control problems
- Adaptive global algorithm for solving box-constrained non-convex quadratic minimization problems
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- A superlinear space decomposition algorithm for constrained nonsmooth convex program
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