TU Chemnitz, Fakultät für Mathematik: Fakultät für Mathematik
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K. Beer; E.G. Golstejn : Minimization of a nondifferentiable convex function, defined not everywhere
- Author(s) :
- K. Beer; E.G. Golstejn
- Title :
- Minimization of a nondifferentiable convex function, defined not everywhere
- Preprint series
- Technische Universität Chemnitz, Fakultät für Mathematik (Germany). Preprint 98-9, 1998
- Mathematics Subject Classification :
- 65K05 [ Mathematical programming (numerical methods)
]
- 90C25 [ Convex programming ]
- 90C06 [ Large-scale problems ]
- 90C25 [ Convex programming ]
- Abstract :
- We examine an oracle-type methode to minimize a convex
function f over a convex polyhedron G. The method is an extension of
the level-method to the case, when f is a not
everywhere finite function, i.e. it may equal to
+infinite at some points of G. An estimate of its efficiency
is given, and some modifications of the method are
mentioned. Finally, some possible ways of its employment are
indecated.
- Keywords :
- nondifferentiable optimization, cutting plane methods, level methods, decomposition algorithms
- Language :
- english
- Publication time :
- 5/1998
- Notes :
- supported by VW-Stiftung under the grant I/71 905
