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 ]

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