Epigraphical nesting: A unifying theory for the convergence of algorithms

DOI10.1007/BF02192118MaRDI QIDQ1893312zbMATH OpenOpenAlexFDO

Authors Suvrajeet Sen, Julia L. Higle

Publication date 3 July 1995

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

Full work available at URL https://doi.org/10.1007/bf02192118

zbMATH Keywords

convergence of global optimization algorithmsdirectional derivativesepigraphical nesting of objective functionsNewton methodnon-smooth optimizationvariational inequalities

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

• L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
• A regularized decomposition method for minimizing a sum of polyhedral functions
• A tolerant algorithm for linearly constrained optimization calculations
• Block truncated-Newton methods for parallel optimization
• Descent methods for composite nondifferentiable optimization problems
• Entropic Proximal Mappings with Applications to Nonlinear Programming
• Finite master programs in regularized stochastic decomposition
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• scientific article; zbMATH DE number 3893867 (Why is no real title available?)
• Inexact Newton Methods
• Monotone Operators and the Proximal Point Algorithm
• On the Convergence of Algorithms with Implications for Stochastic and Nondifferentiable Optimization
• Partitioning procedures for solving mixed-variables programming problems
• Scenarios and Policy Aggregation in Optimization Under Uncertainty
• Stochastic Decomposition: An Algorithm for Two-Stage Linear Programs with Recourse
• The Cutting-Plane Method for Solving Convex Programs

Cited in

(4)

• An SQP-type method and its application in stochastic programs
• The \(C^3\) theorem and a \(D^2\) algorithm for large scale stochastic mixed-integer programming: set convexification
• Comparison theorems for algorithmic models
• Consistent approximations in composite optimization

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