Bundle-type methods for inexact data

MaRDI QIDQ1574134zbMATH OpenFDO

Authors Csaba I. Fábián

Publication date 10 August 2000

Published in CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)

zbMATH Keywords

convex programmingbundle-type methods

Mathematics Subject Classification ID

Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

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Cited in

(18)

• Uncontrolled inexact information within bundle methods
• Solving generation expansion planning problems with environmental constraints by a bundle method
• Implementing the simplex method as a cutting-plane method, with a view to regularization
• Incremental bundle methods using upper models
• The Benders decomposition algorithm: a literature review
• Constraint generation for risk averse two-stage stochastic programs
• Level bundle-like algorithms for convex optimization
• Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
• Handling CVaR objectives and constraints in two-stage stochastic models
• Benders decomposition with adaptive oracles for large scale optimization
• Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
• Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
• A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
• A doubly stabilized bundle method for nonsmooth convex optimization
• On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
• Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
• A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
• Level bundle methods for constrained convex optimization with various oracles

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