We discuss the basic ideas for solving convex nondifferentiable minimization problems through piecewise linear approximations to the objective function. We revise the traditional cutting plane approach by introducing some variants based on suitable translations of the supporting hyperplanes to the epigraph of the function. We describe also somme possible choices for defining a quadratic penalty term on the possible displacement to be added to the model. Finally we report on some numerical experiments on standard test problems.

Variants to the cutting plane approach for convex nondifferentiable optimization

GAUDIOSO, Manlio;MONACO, Maria Flavia
1992-01-01

Abstract

We discuss the basic ideas for solving convex nondifferentiable minimization problems through piecewise linear approximations to the objective function. We revise the traditional cutting plane approach by introducing some variants based on suitable translations of the supporting hyperplanes to the epigraph of the function. We describe also somme possible choices for defining a quadratic penalty term on the possible displacement to be added to the model. Finally we report on some numerical experiments on standard test problems.
1992
Nondifferntiable optimization; Bundle methods
File in questo prodotto:
Non ci sono file associati a questo prodotto.

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/20.500.11770/138461
 Attenzione

Attenzione! I dati visualizzati non sono stati sottoposti a validazione da parte dell'ateneo

Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 23
  • ???jsp.display-item.citation.isi??? ND
social impact