Level bundle methods for oracles with on-demand accuracy
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Cites work
- L-Shaped Linear Programs with Applications to Optimal Control and Stochastic Programming
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- A descent proximal level bundle method for convex nondifferentiable optimization
- A proximal bundle method based on approximate subgradients
- A Proximal Bundle Method with Approximate Subgradient Linearizations
- Incremental-like bundle methods with application to energy planning
- Inexact bundle methods for two-stage stochastic programming
- Inexact Cuts in Benders Decomposition
- Introduction to Stochastic Programming
- New variants of bundle methods
- Non-Euclidean restricted memory level method for large-scale convex optimization
- On approximations with finite precision in bundle methods for nonsmooth optimization
- Proximity control in bundle methods for convex nondifferentiable minimization
- Solving two-stage stochastic programming problems with level decomposition
- Variable metric bundle methods: From conceptual to implementable forms
Cited in
(60)- Risk-averse formulations and methods for a virtual power plant
- Target radius methods for nonsmooth convex optimization
- Large-scale unit commitment under uncertainty: an updated literature survey
- A feasible point method with bundle modification for nonsmooth convex constrained optimization
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
- Regularized decomposition of large scale block-structured robust optimization problems
- Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions
- Constraint generation for risk averse two-stage stochastic programs
- Multi-stage distributionally robust optimization with risk aversion
- Gaining traction: on the convergence of an inner approximation scheme for probability maximization
- Benders decomposition with adaptive oracles for large scale optimization
- Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- Outer approximation for mixed-integer nonlinear robust optimization
- Revisiting augmented Lagrangian duals
- An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems
- The p-Lagrangian relaxation for separable nonconvex MIQCQP problems
- A multi-step doubly stabilized bundle method for nonsmooth convex optimization
- Asynchronous level bundle methods
- A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- Large-scale unit commitment under uncertainty
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Uncontrolled inexact information within bundle methods
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- A doubly stabilized bundle method for nonsmooth convex optimization
- Decomposition algorithm for large-scale two-stage unit-commitment
- Multistage adaptive robust optimization for the unit commitment problem
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Inexact bundle methods for two-stage stochastic programming
- Implementing the simplex method as a cutting-plane method, with a view to regularization
- Level bundle methods for constrained convex optimization with various oracles
- Incremental bundle methods using upper models
- Generalized Level Method with Approximated Data
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment
- Accelerated bundle level methods with inexact oracle
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation
- Nonanticipative duality, relaxations, and formulations for chance-constrained stochastic programs
- Minimizing Piecewise-Concave Functions Over Polyhedra
- Proximal-ACCPM: a versatile oracle based optimisation method
- Non-smooth DC-constrained optimization: constraint qualification and minimizing methodologies
- An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
- A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions
- Constraint relaxation for the discrete ordered median problem
- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs
- Stabilized Benders decomposition for energy planning under climate uncertainty
- Active set-based inexact proximal bundle algorithm for stochastic quadratic programming
- A randomized method for handling a difficult function in a convex optimization problem, motivated by probabilistic programming
- A bundle trust-region algorithm for nonsmooth nonconvex constrained optimization
- Bundle trust region algorithm based on linear subproblem
- A restricted memory quasi-Newton bundle method for nonsmooth optimization on Riemannian manifolds
- Level bundle-like algorithms for convex optimization
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- Computational study of decomposition algorithms for mean-risk stochastic linear programs
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