untitled
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<identifier>oai:HAL:hal-00828930v1</identifier>
<datestamp>2017-12-21</datestamp>
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<publisher>HAL CCSD</publisher>
<title lang=en>A bundle method using two polyhedral approximations of the epsilon-enlargement of a maximal monotone operator</title>
<creator>Nagesseur, Ludovic</creator>
<contributor>Mathématiques ; Laboratoire de Mathématiques Informatique et Applications (LAMIA) ; Université des Antilles et de la Guyane (UAG) - Université des Antilles et de la Guyane (UAG)</contributor>
<identifier>hal-00828930</identifier>
<identifier>https://hal.archives-ouvertes.fr/hal-00828930</identifier>
<source>https://hal.archives-ouvertes.fr/hal-00828930</source>
<source>2013</source>
<identifier>ARXIV : 1305.5810</identifier>
<relation>info:eu-repo/semantics/altIdentifier/arxiv/1305.5810</relation>
<language>en</language>
<subject>[MATH.MATH-OC] Mathematics [math]/Optimization and Control [math.OC]</subject>
<subject>[MATH.MATH-NA] Mathematics [math]/Numerical Analysis [math.NA]</subject>
<type>info:eu-repo/semantics/preprint</type>
<type>Preprints, Working Papers, ...</type>
<description lang=en>In this work, we develop a variant of a bundle method in order to find a zero of a maximal monotone operator. This algorithm relies on two polyhedral approximations of the epsilon-enlargement of the considered operator, via a systematic use of the transportation formula. Moreover, the use of a double polyhedral approximation in our algorithm could inspire other bundle methods for the case where the given operator can be split as the sum of two other maximal monotone operators.</description>
<date>2013-05-24</date>
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