An inexact conic bundle variant suited to column generation - Inria - Institut national de recherche en sciences et technologies du numérique Accéder directement au contenu
Rapport (Rapport De Recherche) Année : 2006

An inexact conic bundle variant suited to column generation

Résumé

We give a bundle method for constrained convex optimization. Instead of using penalty functions, it shifts iterates towards feasibility, by way of a Slater point, assumed to be known. Besides, the method accepts an oracle delivering function and subgradient values with unknown accuracy. Our approach is motivated by a number of applications in column generation, in which constraints are positively homogeneous -- so that 0 is a natural Slater point -- and an exact oracle may be time consuming. Finally, our convergence analysis employs arguments which have been little used so far in the bundle community. The method is illustrated on a number of cutting-stock problems.
Fichier principal
Vignette du fichier
kiwiel-lemarech.pdf (233.28 Ko) Télécharger le fichier

Dates et versions

inria-00109402 , version 1 (25-10-2006)
inria-00109402 , version 2 (10-11-2006)

Identifiants

  • HAL Id : inria-00109402 , version 1

Citer

Claude Lemarechal, Krzysztof C. Kiwiel. An inexact conic bundle variant suited to column generation. [Research Report] 2006. ⟨inria-00109402v1⟩
114 Consultations
198 Téléchargements

Partager

Gmail Facebook X LinkedIn More