An inexact bundle variant suited to column generation


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… (More)
DOI: 10.1007/s10107-007-0187-4


5 Figures and Tables