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Tuning Strategy for the Proximity Parameter in Convex Minimization

Author

Listed:
  • A. Fuduli

    (Università della Calabria)

  • M. Gaudioso

    (Università della Calabria)

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.

Suggested Citation

  • A. Fuduli & M. Gaudioso, 2006. "Tuning Strategy for the Proximity Parameter in Convex Minimization," Journal of Optimization Theory and Applications, Springer, vol. 130(1), pages 95-112, July.
    • Handle: RePEc:spr:joptap:v:130:y:2006:i:1:d:10.1007_s10957-006-9090-z
    DOI: 10.1007/s10957-006-9090-z
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    References listed on IDEAS

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    1. K. C. Kiwiel, 2000. "Efficiency of Proximal Bundle Methods," Journal of Optimization Theory and Applications, Springer, vol. 104(3), pages 589-603, March.
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    Cited by:

    1. Gaudioso, Manlio & Giallombardo, Giovanni & Mukhametzhanov, Marat, 2018. "Numerical infinitesimals in a variable metric method for convex nonsmooth optimization," Applied Mathematics and Computation, Elsevier, vol. 318(C), pages 312-320.

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