Master`s Thesis Implementation of a bundle algorithm

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1. Master`s Thesis Implementation of a bundle algorithm

Masters Thesis Implementation of a bundle algorithm for convex optimization Reine Saljo May 11 2004 _Mathematical Sciences GOTEBORG UNIVERSITY Abstract The aim of this thesis is to implement a bundle algorithm for convex optimiza tion We will describe the technique the theory behind it and why it has been developed Its main application the solution of Lagrangian duals will be the foundation from which we will study the technique Lagrangian relaxation will there
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14. Master`s Thesis Implementation of a bundle algorithm

Masters Thesis Implementation of a bundle algorithm for convex optimization Reine Saljo May 11 2004 _Mathematical Sciences GOTEBORG UNIVERSITY Abstract The aim of this thesis is to implement a bundle algorithm for convex optimiza tion We will describe the technique the theory behind it and why it has been developed Its main application the solution of Lagrangian duals will be the foundation from which we will study the technique Lagrangian relaxation will there
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