A simple version of bundle method with linear programming

DOI10.1007/S10589-018-0048-5MaRDI QIDQ2419511zbMATH OpenOpenAlexFDO

Authors Shuai Liu

Publication date 13 June 2019

Published in Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10589-018-0048-5

zbMATH Keywords

linear programmingnonsmooth optimizationtrust regionbundle method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonsmooth analysis (49J52) Numerical methods based on necessary conditions (49M05)

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Cites work

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• Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
• Methods of descent for nondifferentiable optimization
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• New variants of bundle methods
• Newton's method for convex programming and Tschebyscheff approximation
• Nonlinear optimization.
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• On approximations with finite precision in bundle methods for nonsmooth optimization
• On the relation between constant positive linear dependence condition and quasinormality constraint qualification
• Piecewise-quadratic approximations in convex numerical optimization
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Cited in

(4)

• New bundle methods for solving Lagrangian relaxation dual problems
• A version of bundle trust region method with linear programming
• A new restricted memory level bundle method for constrained convex nonsmooth optimization
• A multi-step doubly stabilized bundle method for nonsmooth convex optimization

Describes a project that uses

Uses Software

• LDGB
• DGM
• PNEW
• SQPlab
• PLCP

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