14th International Symposium on Mathematical Programming

1990 Mathematical programming  
If we use a decomposition approach in order to solve a minimization problem we often get an objective function in such a w a y that its domain dom 6 = n is not given explicitely to us. A v ariation of bundle methods is presented by means of which such a t ype of problems can be solved.In this variation a dynamic polyhedral model of dom is generated by means of normal vectors.In addition to the well known serious steps und null steps of bundle methods a third type of steps is used to generate
more » ... model of dom . It is shown that for the success of the variant dom must ful ll a regularity property and that the choice of the normal vectors must meet some demands.Both requirements are ful lled if dom is polyhedral. Finally I report numerical results of a comparison between the variant and a minimization approach using penalty functions.
doi:10.1007/bf01580875 fatcat:3jtclwmntzgjxkqs5uecombdaa