An Approximate Proximal Bundle Method to Minimize a Class of Maximum Eigenvalue Functions
Joint Authors
Zhang, Lingling
Chen, Miao
Wang, Wei
Lin, Sida
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-17
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
We present an approximate nonsmooth algorithm to solve a minimization problem, in which the objective function is the sum of a maximum eigenvalue function of matrices and a convex function.
The essential idea to solve the optimization problem in this paper is similar to the thought of proximal bundle method, but the difference is that we choose approximate subgradient and function value to construct approximate cutting-plane model to solve the above mentioned problem.
An important advantage of the approximate cutting-plane model for objective function is that it is more stable than cutting-plane model.
In addition, the approximate proximal bundle method algorithm can be given.
Furthermore, the sequences generated by the algorithm converge to the optimal solution of the original problem.
American Psychological Association (APA)
Wang, Wei& Zhang, Lingling& Chen, Miao& Lin, Sida. 2014. An Approximate Proximal Bundle Method to Minimize a Class of Maximum Eigenvalue Functions. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-506044
Modern Language Association (MLA)
Wang, Wei…[et al.]. An Approximate Proximal Bundle Method to Minimize a Class of Maximum Eigenvalue Functions. Journal of Applied Mathematics No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-506044
American Medical Association (AMA)
Wang, Wei& Zhang, Lingling& Chen, Miao& Lin, Sida. An Approximate Proximal Bundle Method to Minimize a Class of Maximum Eigenvalue Functions. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-506044
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-506044