Mathematical Programming

, Volume 62, Issue 1–3, pp 261–275

Convergence of some algorithms for convex minimization

  • Rafael Correa
  • Claude Lemaréchal
Article

Abstract

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.

AMS Subject Classification

65K05 90C25 

Key words

Nondifferentiable optimization convex programming proximal point method bundle algorithms global convergence 

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Copyright information

© The Mathematical Programming Society, Inc. 1993

Authors and Affiliations

  • Rafael Correa
    • 1
  • Claude Lemaréchal
    • 2
  1. 1.Departamento de MatematicasUniversidad de ChileSantiagoChile
  2. 2.Domaine de Voluceau-RocquencourtINRIALe Chesnay CedexFrance

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