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A tilted cutting plane proximal bundle method for convex nondifferentiable optimization

Krzysztof C. Kiwiel - No affiliation found

1991/03/01 Full-length article DOI: 10.1016/0167-6377(91)90090-C Journal: Operations Research Letters

Abstract:

AbstractA proximal bundle method is given for minimizing a convex function ƒ. It accumulates so-called tilted cutting planes in polyhedral approximations to ƒ that introduce some second-order information and interior point features absent in usual methods. Global convergence of the method is proved.