A tilted cutting plane proximal bundle method for convex nondifferentiable optimization

DOI10.1016/0167-6377(91)90090-CMaRDI QIDQ2638937zbMATH OpenOpenAlexFDO

Authors Krzysztof C. Kiwiel

Publication date 1991

Published in Operations Research Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-6377(91)90090-c

zbMATH Keywords

descent methodsGlobal convergencenondifferentiable optimizationpolyhedral approximationsproximal bundle methodtilted cutting planes

Mathematics Subject Classification ID

Computational methods for problems pertaining to operations research and mathematical programming (90-08) Convex programming (90C25)

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Cites work

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• A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
• A new polynomial-time algorithm for linear programming
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• Proximity control in bundle methods for convex nondifferentiable minimization

Cited in

(12)

• The Newton direction and the cutting plane
• A method for convex minimization based on translated first-order approximations
• A descent proximal level bundle method for convex nondifferentiable optimization
• Tuning strategy for the proximity parameter in convex minimization
• Variants to the cutting plane approach for convex nondifferentiable optimization
• Numerical methods for nondifferentiable convex optimization
• Survey of Bundle Methods for Nonsmooth Optimization
• scientific article; zbMATH DE number 1424206 (Why is no real title available?)
• Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
• Exploiting constant trace property in large-scale polynomial optimization
• A bundle modification strategy for convex minimization
• Proximity control in bundle methods for convex nondifferentiable minimization

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