A Proximal‐Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming
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Publication:5426895
DOI10.1137/050639284zbMath1132.65055MaRDI QIDQ5426895
Publication date: 16 November 2007
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050639284
Lagrangian relaxation; semidefinite programming; convex programming; nondifferentiable optimization; proximal bundle methods
65K05: Numerical mathematical programming methods
90C22: Semidefinite programming
90C25: Convex programming
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