Piecewise quadratic approximations in convex numerical optimization (Articolo in rivista)

Type

• Prodotto della ricerca (Classe)
• Articolo in rivista (Classe)

Label

• Piecewise quadratic approximations in convex numerical optimization (Articolo in rivista) (literal)

Anno

• 2011-01-01T00:00:00+01:00 (literal)

Alternative label

• Annabella Astorino, Antonio Frangioni, Manlio Gaudioso, Enrico Gorgone (2011)
  Piecewise quadratic approximations in convex numerical optimization
  in SIAM journal on optimization (Print)
  (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#autori

• Annabella Astorino, Antonio Frangioni, Manlio Gaudioso, Enrico Gorgone (literal)

Pagina inizio

• 1418 (literal)

Pagina fine

• 1438 (literal)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#numeroVolume

• 21 (literal)

Rivista

• SIAM journal on optimization (Rivista)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#affiliazioni

• ICAR-CNR, Dip. di Informatica- Università di Pisa, DEIS-UNICAL, DEIS-UNICAL (literal)

Titolo

• Piecewise quadratic approximations in convex numerical optimization (literal)

Abstract

• We present a bundle method for convex nondifferentiable minimization where the model is a piecewise-quadratic convex approximation of the objective function. Unlike standard bundle approaches, the model only needs to support the objective function from below at a properly chosen (small) subset of points, as opposed to everywhere. We provide the convergence analysis for the algorithm, with a general form of master problem which combines features of trust region stabilization and proximal stabilization, taking care of all the important practical aspects such as proper handling of the proximity parameters and the bundle of information. Numerical results are also reported. (literal)

Prodotto di

• Institute for high performance computing and networking (ICAR) (Istituto)
• Gestire, Estrarre Conoscenza e Ragionare sui Dati (ICT.P08.002.001) (Modulo)
• Sistemi distribuiti e pervasivi intelligenti (ICT.P09.001.001) (Modulo)

Autore CNR

• ANNABELLA ASTORINO (Unità di personale interno)

Incoming links:

Prodotto

• Institute for high performance computing and networking (ICAR) (Istituto)
• Sistemi distribuiti e pervasivi intelligenti (ICT.P09.001.001) (Modulo)
• Gestire, Estrarre Conoscenza e Ragionare sui Dati (ICT.P08.002.001) (Modulo)

Autore CNR di

• ANNABELLA ASTORINO (Unità di personale interno)

Http://www.cnr.it/ontology/cnr/pubblicazioni.owl#rivistaDi

• SIAM journal on optimization (Rivista)