Target radius methods for nonsmooth convex optimization

DOI10.1016/J.ORL.2017.10.010zbMath1409.90139OpenAlexW2765833198MaRDI QIDQ1728379

Welington de Oliveira

Publication date: 22 February 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2017.10.010

zbMATH Keywords

nonsmooth optimizationconvex optimizationbundle methods

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

Related Items (8)

Improving the performance of the stochastic dual dynamic programming algorithm using Chebyshev centers ⋮ Fast proximal algorithms for nonsmooth convex optimization ⋮ Optimal Convergence Rates for the Proximal Bundle Method ⋮ Asynchronous level bundle methods ⋮ Proximal bundle methods for nonsmooth DC programming ⋮ Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization ⋮ Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions ⋮ On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems

Cites Work

• Convex proximal bundle methods in depth: a unified analysis for inexact oracles
• A proximal cutting plane method using Chebychev center for nonsmooth convex optimization
• Non-Euclidean restricted memory level method for large-scale convex optimization
• A descent proximal level bundle method for convex nondifferentiable optimization
• Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
• New variants of bundle methods
• Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
• A strongly convergent proximal bundle method for convex minimization in Hilbert spaces
• Level bundle methods for oracles with on-demand accuracy
• A central cutting plane algorithm for the convex programming problem
• A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems

This page was built for publication: Target radius methods for nonsmooth convex optimization