Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
477783 | European Journal of Operational Research | 2007 | 10 Pages |
Abstract
We present a new bundle algorithm for minimizing convex not necessarily smooth functions. The novelty of our approach is based on a bundle modification strategy that we apply whenever the stability center is updated and which is aimed at substituting the points of the bundle by new points characterized by possibly better values of the objective function. Convergence of the algorithm is proved and numerical results are presented.
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Alexey V. Demyanov, Antonio Fuduli, Giovanna Miglionico,