Advertisement

Numerical aspects

  • Diethard Pallaschke
  • Stefan Rolewicz
Part of the Mathematics and Its Applications book series (MAIA, volume 388)

Abstract

The spirit of the bundle method (cf. for instance, Kiwiel (1985), Lemaréchal (1989) and Zowe (1985)) is to solve a convex minimization problem by successive solutions of “approximative” surrogate problems. To be more precise, if we consider a problem of minimization of a Φ-convex function f: X → ℝ, then the original problem is substituted by a minimization a finite maximum of functions øj; ∈ Ф, j =1,...,m, which belong to an “envelope” of f.

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

Copyright information

© Springer Science+Business Media Dordrecht 1997

Authors and Affiliations

  • Diethard Pallaschke
    • 1
  • Stefan Rolewicz
    • 2
  1. 1.Institute for Statistics and Mathematical EconomicsUniversity of KarlsruheKarlsruheGermany
  2. 2.Institute of Mathematics of the Polish Academy of SciencesWarsawPoland

Personalised recommendations