Fast bundle-level methods for unconstrained and ball-constrained convex optimization
From MaRDI portal
Publication:2419544
DOI10.1007/s10589-019-00071-3zbMath1414.90263arXiv1412.2128OpenAlexW1565197956MaRDI QIDQ2419544
Guanghui Lan, Yuyuan Ouyang, Wei Zhang, Yunmei Chen
Publication date: 13 June 2019
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1412.2128
Semidefinite programming (90C22) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Numerical methods based on nonlinear programming (49M37)
Related Items
A multi-step doubly stabilized bundle method for nonsmooth convex optimization ⋮ Universal Conditional Gradient Sliding for Convex Optimization ⋮ Solving structured nonsmooth convex optimization with complexity \(\mathcal {O}(\varepsilon ^{-1/2})\) ⋮ Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization ⋮ Generalized uniformly optimal methods for nonlinear programming
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Nonlinear total variation based noise removal algorithms
- Smooth minimization of non-smooth functions
- Fast alternating linearization methods for minimizing the sum of two convex functions
- Approximate level method for nonsmooth convex minimization
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- Proximity control in bundle methods for convex nondifferentiable minimization
- A proximal cutting plane method using Chebychev center for nonsmooth convex optimization
- An inexact bundle variant suited to column generation
- Introductory lectures on convex optimization. A basic course.
- 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
- On the global and linear convergence of the generalized alternating direction method of multipliers
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Fast Algorithms for Image Reconstruction with Application to Partially Parallel MR Imaging
- Level bundle methods for oracles with on-demand accuracy
- An aggregate subgradient method for nonsmooth convex minimization
- NESTA: A Fast and Accurate First-Order Method for Sparse Recovery
- Inexact Bundle Methods for Two-Stage Stochastic Programming
- Constrained Bundle Methods for Upper Inexact Oracles with Application to Joint Chance Constrained Energy Problems
- Piecewise-quadratic Approximations in Convex Numerical Optimization
- The Cutting-Plane Method for Solving Convex Programs
- An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems
- Fast Alternating Direction Optimization Methods
- Optimal Primal-Dual Methods for a Class of Saddle Point Problems
- An Accelerated Linearized Alternating Direction Method of Multipliers
- Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers
- A Proximal Bundle Method with Approximate Subgradient Linearizations
- An Iterative Regularization Method for Total Variation-Based Image Restoration