Uncontrolled inexact information within bundle methods (Q2397754)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncontrolled inexact information within bundle methods |
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Uncontrolled inexact information within bundle methods (English)
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23 May 2017
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This paper analyzes two bundle algorithms (a proximal one and a level one) handling cheap uncontrolled inexact linearizations, incorporated by an abstract cutting-plane generator. The convergence analysis of the algorithms is given, too. Numerical experiments on two energy optimization problems show that including cheap uncontrolled information can decrease the CPU time to reach optimality.
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non-smooth optimization
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bundle methods
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inexact oracle
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energy optimization
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two-stage stochastic problems
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chance-constrained problems
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convergence
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algorithm
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numerical experiment
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