An Approximate Proximal Bundle Method to Minimize a Class of Maximum Eigenvalue Functions
We present an approximate nonsmooth algorithm to solve a minimization problem, in which the objective function is the sum of a maximum eigenvalue function of matrices and a convex function. The essential idea to solve the optimization problem in this paper is similar to the thought of proximal bundl...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2014-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2014/893765 |