Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique

DOI10.1137/080729864zbMath1191.90066OpenAlexW2142321975MaRDI QIDQ3563907

Aris Daniilidis, Mikhail V. Solodov, Claudia A. Sagastizábal

Publication date: 1 June 2010

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/080729864

zbMATH Keywords

bundle methodproximal pointnonsmooth convex optimizationprimal-dual gradient structure\({\mathcal {VU}}\)-decompositionpartial smoothness

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Related Items (14)

Composite proximal bundle method ⋮ Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search ⋮ A conjugate gradient sampling method for nonsmooth optimization ⋮ On the local convergence analysis of the gradient sampling method for finite max-functions ⋮ Profit sharing mechanisms in multi-owned cascaded hydrosystems ⋮ A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information ⋮ The \(\mathcal{U}\)-Lagrangian, fast track, and partial smoothness of a prox-regular function ⋮ A decomposition method with redistributed subroutine for constrained nonconvex optimization ⋮ A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming ⋮ A fast gradient and function sampling method for finite-max functions ⋮ Smoothing methods for nonsmooth, nonconvex minimization ⋮ A proximal bundle method for nonsmooth nonconvex functions with inexact information ⋮ A splitting bundle approach for non-smooth non-convex minimization ⋮ A proximal bundle method-based algorithm with penalty strategy and inexact oracles for constrained nonsmooth nonconvex optimization

Uses Software

• SQPlab

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