An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter

DOI10.1137/040603875zbMath1114.90093OpenAlexW2116462758MaRDI QIDQ5317553

Claudia A. Sagastizábal, Mikhail V. Solodov

Publication date: 16 September 2005

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

Full work available at URL: https://doi.org/10.1137/040603875

zbMATH Keywords

constrained optimizationbundle methodsnonsmooth convex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonsmooth analysis (49J52)

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Uses Software

• PLCP

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