• Speaker: Prof Dominikus Noll, Institut de Mathématiques , Université Paul Sabatier
  • Title: Nonconvex bundle method with inexact function and subgradient evaluations
  • Location: Room V205, Mathematics Building (Callaghan Campus) The University of Newcastle
  • Access Grid Venue: WestGrid
  • Time and Date: 9:30 am, Wed, 18th Jul 2012
  • Abstract:

    We present a nonconvex bundle technique where function and subgradient values are available only up to an error tolerance which remains unknown to the user. The challenge is to develop an algorithm which converges to an approximate solution which, despite the lack of information, is as good as one can hope for. For instance, if data are known up to the error $O(\epsilon)$, the solution should also be accurate up to $O(\epsilon)$. We show that the oracle of downshifted tangents is an excellent tool to deal with this difficult situation.

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