A version of bundle trust region method with linear programming

DOI10.1007/S10957-023-02293-2MaRDI QIDQ6086138zbMATH OpenFDO

Authors Shuai Liu, A. C. Eberhard, Yousong Luo

Publication date 9 November 2023

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10957-023-02293-2

zbMATH Keywords

linear programmingtrust regionbundle method\(p\)-norm

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Nonsmooth analysis (49J52)

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Cites work

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• scientific article; zbMATH DE number 477581 (Why is no real title available?)
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• A simple version of bundle method with linear programming
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• An aggregate subgradient method for nonsmooth convex minimization
• Decomposition algorithms for stochastic programming on a computational grid
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• Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
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• On the relation between constant positive linear dependence condition and quasinormality constraint qualification
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• Trust Region Methods
• Variational Analysis

Cited in

(1)

• Bundle trust region algorithm based on linear subproblem

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