Convergence analysis of some methods for minimizing a nonsmooth convex function

Journal of Optimization Theory and Applications

Volumn 97, Issue 2, 1998, Pages 357-383

  Birge, J R ^a   Qi, L ^b   Wei, Z ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Bundle algorithm; Nonsmooth convex optimization; Proximal point method; Stochastic programming

Indexed keywords

APPLICATION PROGRAMS; CONVEX OPTIMIZATION; FUNCTIONS; ITERATIVE METHODS; STOCHASTIC SYSTEMS;

BUNDLE ALGORITHM; CLASS OF METHODS; CONVERGENCE ANALYSIS; CONVERGENCE RATES; CONVEX FUNCTIONS; GLOBAL CONVER-GENCE; LOWER SEMICONTINUOUS; NON-SMOOTH CONVEX OPTIMIZATIONS; OBJECTIVE FUNCTIONS; PROXIMAL POINT METHOD;

STOCHASTIC PROGRAMMING;

EID: 0032376260     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1022630801549     Document Type: Article

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