An approximate decomposition algorithm for convex minimization (Q966076)

The purpose of the paper is to propose a modification of the so-called VU-algorithm proposed by \textit{R. Mifflin} and \textit{C. Sagastizábal} [Math. Program. 104, No. 2--3 (B), 583--608 (2005; Zbl 1085.65051)], which solves the problem of minimizing a non-smooth convex function \(f: \mathbb{R}^n\to\mathbb{R}\) over \(\mathbb{R}^n\). The main idea consists in replacing the exact subgradients used in the method by Mifflin and Magastizábal by their approximation, which makes the algorithm easier to implement. Numerical experience with the proposed modification is reported in the concluding part of the paper.