@misc{Kiwiel_Krzysztof_A_2003, author={Kiwiel, Krzysztof}, copyright={Creative Commons Attribution BY 4.0 license}, address={Warszawa}, journal={Raport Badawczy = Research Report}, howpublished={online}, year={2003}, publisher={Instytut Badań Systemowych. Polska Akademia Nauk}, publisher={Systems Research Institute. Polish Academy of Sciences}, language={eng}, abstract={The paper presents a proximal bundle method for minimizing a convex function f over a closed convex set. It only requires evaluating f and its subgradients with an accuracy ε>0, which is fixed but possibly unknown. It asymptotically finds points that are ε-optimal. When applied to Lagrangian relaxation, it allows for ε-accurate solutions of Lagrangian subproblems, and finds ε-optimal solutions of convex programs.}, title={A proximal bundle method with approximate subgradient linearizations}, type={Text}, URL={http://www.rcin.org.pl/Content/139552/PDF/RB-2003-67.pdf}, keywords={Metody subgradientowe, Nondifferentiable optimization, Optymalizacja niezróżnicowana, Lagrangian relaxation, Convex programming, Programowanie wypukłe, Proximal bundle methods, Approximate subgradients, Relaksacja lagrange'a}, }