Article ID Journal Published Year Pages File Type
755697 Communications in Nonlinear Science and Numerical Simulation 2015 9 Pages PDF
Abstract

We present a bundle method for solving convex semi-infinite minmax problems which allows inexact solution of the inner maximization. The method is of the partially inexact oracle type, and it is aimed at reducing the occurrence of null steps and at improving bundle handling with respect to existing methods.Termination of the algorithm is proved at a point satisfying an approximate optimality criterion, and the results of some numerical experiments are also reported.

Related Topics
Physical Sciences and Engineering Engineering Mechanical Engineering
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