A descent proximal level bundle method for convex nondifferentiable optimization

DOI10.1016/0167-6377(94)00056-CzbMath0843.90093OpenAlexW2081054639WikidataQ127899207 ScholiaQ127899207MaRDI QIDQ1905073

Krzysztof C. Kiwiel, Ulf Brännlund, Per Olov Lindberg

Publication date: 16 January 1996

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

Full work available at URL: https://doi.org/10.1016/0167-6377(94)00056-c

zbMATH Keywords

nonsmooth optimizationnondifferentiable optimizationconvex minimizationproximal bundle methodslevel methodsprojections onto successive approximations of level setsproximal level method

Mathematics Subject Classification ID

Convex programming (90C25) Nonsmooth analysis (49J52)

Related Items (14)

A novel Lagrangian relaxation approach for a hybrid flowshop scheduling problem in the steelmaking-continuous casting process ⋮ Survey of Bundle Methods for Nonsmooth Optimization ⋮ Level bundle methods for oracles with on-demand accuracy ⋮ Uncontrolled inexact information within bundle methods ⋮ A generalized subgradient method with relaxation step ⋮ A bundle modification strategy for convex minimization ⋮ Fast bundle-level methods for unconstrained and ball-constrained convex optimization ⋮ Target radius methods for nonsmooth convex optimization ⋮ A strongly convergent proximal bundle method for convex minimization in Hilbert spaces ⋮ Essentials of numerical nonsmooth optimization ⋮ Level bundle-like algorithms for convex optimization ⋮ Scaling Techniques for $\epsilon$-Subgradient Methods ⋮ Essentials of numerical nonsmooth optimization ⋮ A doubly stabilized bundle method for nonsmooth convex optimization

Cites Work

• Proximity control in bundle methods for convex nondifferentiable minimization
• Subgradient method with entropic projections for convex nondifferentiable minimization
• Approximations in proximal bundle methods and decomposition of convex programs
• New variants of bundle methods
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
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