Convergence of some algorithms for convex minimization
- Cite this article as:
- Correa, R. & Lemaréchal, C. Mathematical Programming (1993) 62: 261. doi:10.1007/BF01585170
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We present a simple and unified technique to establish convergence of various minimization methods. These contain the (conceptual) proximal point method, as well as implementable forms such as bundle algorithms, including the classical subgradient relaxation algorithm with divergent series.