Research Communication | Open Access
Volume 2019 | Communication ID 66
Volume 2019 | Communication ID 66
| Proximal Bundle Methods Based on Approximate Subgradients for Solving Lagrangian Duals of Minimax Fractional Programs |
Hssaine Boualam, Ahmed Roubi
Received |
Accepted |
Published |
Jan 19, 2019 |
Feb 26, 2019 |
Mar 01, 2019 |
Abstract: We are interested in this work to solve the Lagrangian dual of a generalized fractional program (GFP), which gives the minimal value of the primal problem, thanks to some duality results. With the help of a general minimax equality assumption, we give duality results under minimal assumptions. Since the associate parametric programs of the dual of GFP, are always concave, we use a general approximating proximal scheme to these subproblems, and construct bundle methods by means of approximate values and approximate subgradients of the dual parametric function. As for all dual algorithms, the ...