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Zbl 1104.65055
Kiwiel, Krzysztof C.
A proximal bundle method with approximate subgradient linearizations. (English)
[J] SIAM J. Optim. 16, No. 4, 1007-1023 (2006). ISSN 1052-6234; ISSN 1095-7189/e

The author studies a proximal bundle method for optimizing a convex function over a closed convex set in Euclidean space. The article begins with a set of useful definitions which are followed by the main contribution of this article namely the inexact proximal bundle method. A proposed algorithm is outlined and several properties of the method are studied in detail, such as convergence, optimality measures and stopping criteria. The article concludes with a list of useful references.
[Efstratios Rappos (Athens)]

MSC 2000:: *65K05 Mathematical programming (numerical methods)
90C25 Convex programming

Keywords: nondifferentiable optimization; convex programming; approximate subgradients; proximal bundle methods; algorithm

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