A tilted cutting plane proximal bundle method for convex nondifferentiable optimization

A tilted cutting plane proximal bundle method for convex nondifferentiable optimization

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Article ID: iaor19912097
Country: Netherlands
Volume: 10
Issue: 2
Start Page Number: 75
End Page Number: 81
Publication Date: Mar 1991
Journal: Operations Research Letters
Authors:
Abstract:

A proximal bundle method is given for minimizing a convex functionequ1. It accumulates so-called tilted cutting planes in polyhedral approximations to equ2 that introduce some second-order information and interior point features absent in usual methods. Global convergence of the method is proved.

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