Subgradient-projection & Bundle Methods
During the 1970s, Claude Lemaréchal and Phil. Wolfe proposed "bundle methods" of descent for problems of convex minimization. Their modern versions and full convergence analysis were provided by Kiwiel. Contemporary bundle-methods often use "level control" rules for choosing step-sizes, developing techniques from the "subgradient-projection" method of Boris T. Polyak (1969). However, there are problems on which bundle methods offer little advantage over subgradient-projection methods.
Read more about this topic: Subgradient Method
Famous quotes containing the words bundle and/or methods:
““There is Lowell, who’s striving Parnassus to climb
With a whole bale of isms tied together with rhyme,
He might get on alone, spite of brambles and boulders,
But he can’t with that bundle he has on his shoulders,
The top of the hill he will ne’er come nigh reaching
Till he learns the distinction ‘twixt singing and preaching;”
—James Russell Lowell (1819–1891)
“All good conversation, manners, and action, come from a spontaneity which forgets usages, and makes the moment great. Nature hates calculators; her methods are saltatory and impulsive.”
—Ralph Waldo Emerson (1803–1882)