New variants of bundle methods

DOI10.1007/BF01585555zbMath0857.90102WikidataQ97723876 ScholiaQ97723876MaRDI QIDQ1922693

Yu. E. Nesterov, Claude Lemaréchal, Arkadi Nemirovski

Publication date: 18 September 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

variational inequalitiesnew variants of bundle methodsnonsmooth unconstrained and constrained convex optimizationrate-of-convergence estimates

Mathematics Subject Classification ID

Convex programming (90C25) Variational inequalities (49J40) Nonsmooth analysis (49J52)

Related Items (only showing first 100 items - show all)

A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization ⋮ Minimization of A Nondifferentiable Convex Function Defined not Everywhere ⋮ Survey of Bundle Methods for Nonsmooth Optimization ⋮ DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS ⋮ A Scenario Decomposition Algorithm for Stochastic Programming Problems with a Class of Downside Risk Measures ⋮ A Level-Set Method for Convex Optimization with a Feasible Solution Path ⋮ Level bundle methods for oracles with on-demand accuracy ⋮ Unnamed Item ⋮ A bundle-type algorithm for routing in telecommunication data networks ⋮ Fast proximal algorithms for nonsmooth convex optimization ⋮ A simple version of bundle method with linear programming ⋮ Fast bundle-level methods for unconstrained and ball-constrained convex optimization ⋮ Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods ⋮ On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs ⋮ The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs ⋮ Optimal Methods for Convex Risk-Averse Distributed Optimization ⋮ New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values ⋮ Limited memory interior point bundle method for large inequality constrained nonsmooth minimization ⋮ Optimal Convergence Rates for the Proximal Bundle Method ⋮ Minimizing oracle-structured composite functions ⋮ Stochastic first-order methods for convex and nonconvex functional constrained optimization ⋮ A Lagrangian relaxation approach to an electricity system investment model with a high temporal resolution ⋮ A Support Function Based Algorithm for Optimization with Eigenvalue Constraints ⋮ Randomized first order algorithms with applications to \(\ell _{1}\)-minimization ⋮ General Hölder smooth convergence rates follow from specialized rates assuming growth bounds ⋮ A Privacy-Preserving Method to Optimize Distributed Resource Allocation ⋮ A new steepest descent differential inclusion-based method for solving general nonsmooth convex optimization problems ⋮ Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse ⋮ Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation ⋮ On parallelizing dual decomposition in stochastic integer programming ⋮ A survey on the continuous nonlinear resource allocation problem ⋮ The Effect of Various Sparsity Structures on Parallelism and Algorithms to Reveal Those Structures ⋮ Subgradient algorithms on Riemannian manifolds of lower bounded curvatures ⋮ Solving two-stage stochastic programming problems with level decomposition ⋮ Unnamed Item ⋮ Unnamed Item ⋮ An enhanced model for portfolio choice with SSD criteria: a constructive approach ⋮ Comparison of bundle and classical column generation ⋮ Level function method for quasiconvex programming. ⋮ Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials ⋮ Convexity and decomposition of mean-risk stochastic programs ⋮ On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs ⋮ A minimax resource allocation problem with variable resources ⋮ Multi-period maintenance scheduling of tree networks with minimum flow disruption ⋮ Residual Selection in A Projection Method for Convex Minimization Problems ⋮ Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions ⋮ Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization ⋮ Essentials of numerical nonsmooth optimization ⋮ Convexity and optimization with copulæ structured probabilistic constraints ⋮ Unnamed Item ⋮ A SMOOTHING PENALIZED SAMPLE AVERAGE APPROXIMATION METHOD FOR STOCHASTIC PROGRAMS WITH SECOND-ORDER STOCHASTIC DOMINANCE CONSTRAINTS ⋮ An Adaptive Partition-Based Approach for Solving Two-Stage Stochastic Programs with Fixed Recourse ⋮ Splitting-type method for systems of variational inequalities ⋮ Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support ⋮ Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes ⋮ Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut and equipartition ⋮ Essentials of numerical nonsmooth optimization ⋮ Large-scale optimization with the primal-dual column generation method ⋮ Cutting-plane method based on epigraph approximation with discarding the cutting planes ⋮ Tuning strategy for the proximity parameter in convex minimization ⋮ Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study ⋮ A regularized simplex method ⋮ Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support ⋮ Benders decomposition without separability: a computational study for capacitated facility location problems ⋮ Finding normal solutions in piecewise linear programming ⋮ Solving nonlinear multicommodity flow problems by the analytic center cutting plane method ⋮ A descent proximal level bundle method for convex nondifferentiable optimization ⋮ Risk-averse formulations and methods for a virtual power plant ⋮ Dynamic bundle methods ⋮ Piecewise linear approximations in nonconvex nonsmooth optimization ⋮ Applications of gauge duality in robust principal component analysis and semidefinite programming ⋮ A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition ⋮ An optimal variant of Kelley's cutting-plane method ⋮ Uncontrolled inexact information within bundle methods ⋮ A generalized subgradient method with relaxation step ⋮ A bundle modification strategy for convex minimization ⋮ Solving generation expansion planning problems with environmental constraints by a bundle method ⋮ Partitioning mathematical programs for parallel solution ⋮ Implementing the simplex method as a cutting-plane method, with a view to regularization ⋮ Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities ⋮ A multi-step doubly stabilized bundle method for nonsmooth convex optimization ⋮ Rate of convergence of the bundle method ⋮ The approximation algorithm for solving a sort of non-smooth programming ⋮ On stochastic auctions in risk-averse electricity markets with uncertain supply ⋮ A method for convex minimization based on translated first-order approximations ⋮ Level bundle methods for constrained convex optimization with various oracles ⋮ On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty ⋮ Optimal subgradient algorithms for large-scale convex optimization in simple domains ⋮ Approximate level method for nonsmooth convex minimization ⋮ Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization ⋮ An incremental bundle method for portfolio selection problem under second-order stochastic dominance ⋮ A tutorial on column generation and branch-and-price for vehicle routing problems ⋮ A partially inexact bundle method for convex semi-infinite minmax problems ⋮ A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information ⋮ Asynchronous level bundle methods ⋮ Processing second-order stochastic dominance models using cutting-plane representations

Uses Software

• ZQPCVX

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Proximity control in bundle methods for convex nondifferentiable minimization
• Newton's method for convex programming and Tschebyscheff approximation
• Extension of Newton's method to nonlinear functions with values in a cone
• Problèmes de minimax via l'analyse convexe et les inégalités variationelles: Théorie et algorithmes
• A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities
• An aggregate subgradient method for nonsmooth convex minimization
• The Cutting-Plane Method for Solving Convex Programs
• A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• On the Maximality of Sums of Nonlinear Monotone Operators
• The traveling-salesman problem and minimum spanning trees: Part II

This page was built for publication: New variants of bundle methods