An infeasible bundle method based on approximate subgradients for nonsmooth optimization

MaRDI QIDQ5440526zbMATH OpenFDO

Authors Jie Shen, Li-Ping Pang, Zun-Quan Xia

Publication date 5 February 2008

zbMATH Keywords

approximate subgradientnonsmooth convex constrained optimizationproximal bundle method

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Numerical methods based on nonlinear programming (49M37) Quadratic programming (90C20) Nonlinear programming (90C30)

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(7)

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• A proximal bundle method for nonsmooth and nonconvex constrained optimization
• A Method of Centers with Approximate Subgradient Linearizations for Nonsmooth Convex Optimization
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
• A study on the dual problem of nonsmooth bundle method based on approximate subgradients
• A proximal bundle method based on approximate subgradients
• A quasi-Newton bundle method based on approximate subgradients

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