new program for GSL

[Brian Gough]

Ewgenij Hübner writes:
 > I implemented the Kiviel's bundle algorithm (Ref.: "Proximity
 > control in bundle methods for convex nondifferentiable
 > minimization.  Math. Programming 46 (1990)"). I tested other
 > algorithm too (e.g."A version of the bundle idea for minimizing a
 > nonsmooth function: conceptual idea, convergence analysis,
 > numerical results.  SIAM J. Optim.  2 (1992) "), but the algorithm
 > of Kiviel seems to be very robust and, from computational point of
 > view, the best for the praxis.
 > 
 > In each step of the bundle method one have to solve a convex
 > quadratic problem. For this problem I use the primal-dual interior
 > point method of Mehrotra. I implemented this algorithm in a
 > separate program und one can use it to solve the arbitrary problem
 > of type min{xQx : Ax=b, Cx>=d} or min{xQx: Ax=b, x>=0} (Q positive
 > semidefinit).  (Ref.: "Wright, Stephen J.  Primal dual interior
 > point methods")

This looks interesting -- sorry for the delay in replying, it took me
a while to start to understand it.  Could you send me copies of the
papers you mentioned so I can have a look in more detail? Thank you.

-- 
Brian Gough

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