作者:Ban, Liqun; Song, Wen
作者单位:Harbin Normal University; Harbin University of Science & Technology
摘要:In this paper, motivated by a result due to Champion [Math. Program. 99, 2004], we introduce a property D(y) for a conic quasi-convex vector-valued function in a general normed space. We prove that this property D(y) characterizes the zero duality gap for a class of the conic convex constrained optimization problem in the sense that if this property is satisfied and the objective function f is continuous at some feasible point, then the duality gap is zero, and if this property is not satisfie...
作者:Ouorou, Adam
作者单位:Orange SA
摘要:An algorithm is developed for minimizing nonsmooth convex functions. This algorithm extends Elzinga-Moore cutting plane algorithm by enforcing the search of the next test point not too far from the previous ones, thus removing compactness assumption. Our method is to Elzinga-Moore's algorithm what a proximal bundle method is to Kelley's algorithm. Instead of lower approximations used in proximal bundle methods, the present approach is based on some objects regularizing translated functions of ...