We present a new bundle method in which the use of the proximal trajectory of the cutting plane function allows the automatic tuning of the proximity parameter. An updating criterion of the stability center based on the agreement between the objective function and the polyhedral model is presented. Convergence properties are provided together with some numerical results.
Tuning strategy for the proximity parameter in convex minimization
FUDULI, Antonio;GAUDIOSO, Manlio
2006-01-01
Abstract
We present a new bundle method in which the use of the proximal trajectory of the cutting plane function allows the automatic tuning of the proximity parameter. An updating criterion of the stability center based on the agreement between the objective function and the polyhedral model is presented. Convergence properties are provided together with some numerical results.File in questo prodotto:
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