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A decomposition algorithm for convex nondifferentiable minimization with errors

机译:具有误差的凸不可微极小化的分解算法

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摘要

A decomposition algorithm based on proximal bundle-type method with inexact data is presented for minimizing an unconstrained nonsmooth convex function f. At each iteration, only the approximate evaluation of f and its approximate subgradients are required which make the algorithm easier to implement. It is shown that every cluster of the sequence of iterates generated by the proposed algorithm is an exact solution of the unconstrained minimization problem. Numerical tests emphasize the theoretical findings.
机译:提出了一种基于不精确数据的近端束类型方法的分解算法,以最小化无约束的非光滑凸函数f。在每次迭代中,仅需要对f及其近似子梯度进行近似评估,就可以使算法更易于实现。结果表明,该算法所产生的迭代序列的每个簇都是无约束最小化问题的精确解决方案。数值测试强调了理论发现。

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