@misc{Kiwiel_Krzysztof_Aproximal-Projection_2006, author={Kiwiel, Krzysztof}, copyright={Creative Commons Attribution BY 4.0 license}, address={Warszawa}, journal={Raport Badawczy = Research Report}, howpublished={online}, year={2006}, 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 convex set C. It requires evaluating f and its subgradients with a fixed but possibly unknown accuracy ε> 0. Each iteration involves solving an unconstrained proximal subproblem and projecting a certain point onto C. The method asymptotically finds points that are ε-optimal. In Lagrangian relaxation of convex programs, it allows for ε-accurate solutions of Lagrangian subproblems and finds ε-optimal primal solutions. For semidefinite programming problems, it extends the highly successful spectral bundle method to the case of inexact eigenvalue computations.}, title={Aproximal-Projection Bundle Method for Lagrangian Relaxation, Including Semidefine Programming}, type={Text}, URL={http://www.rcin.org.pl/Content/139708/PDF/RB-2006-60.pdf}, keywords={Nondifferentiable optimization, Optymalizacja niezróżnicowana, Lagrangian relaxation, Convex programming, Programowanie wypukłe, Proximal bundle methods, Semidefinite programming, Relaksacja lagrange'a}, }