A partially inexact bundle method for convex semi-infinite minmax problems

We present a bundle method for solving convex semi-infinite minmax problems which allows inexact solution of the inner maximization. The method is of the partially inexact oracle type, and it is aimed at reducing the occurrence of null steps and at improving bundle handling with respect to existing...

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Veröffentlicht in:Communications in nonlinear science & numerical simulation 2015-04, Vol.21 (1-3), p.172-180
Hauptverfasser: Fuduli, Antonio, Gaudioso, Manlio, Giallombardo, Giovanni, Miglionico, Giovanna
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Sprache:eng
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Zusammenfassung:We present a bundle method for solving convex semi-infinite minmax problems which allows inexact solution of the inner maximization. The method is of the partially inexact oracle type, and it is aimed at reducing the occurrence of null steps and at improving bundle handling with respect to existing methods. Termination of the algorithm is proved at a point satisfying an approximate optimality criterion, and the results of some numerical experiments are also reported.
ISSN:1007-5704
1878-7274
DOI:10.1016/j.cnsns.2014.07.033