Non-Euclidean restricted memory level method for large-scale convex optimization
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Cites work
- A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- An aggregate subgradient method for nonsmooth convex minimization
- Complexity estimates of some cutting plane methods based on the analytic barrier
- scientific article; zbMATH DE number 3846333 (Why is no real title available?)
- scientific article; zbMATH DE number 1187151 (Why is no real title available?)
- scientific article; zbMATH DE number 3282977 (Why is no real title available?)
- New variants of bundle methods
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- The efficiency of ballstep subgradient level methods for convex optimization
- The ordered subsets mirror descent optimization method with applications to tomography
Cited in
(45)- An inexact bundle variant suited to column generation
- Accelerated schemes for a class of variational inequalities
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Target radius methods for nonsmooth convex optimization
- A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- An outer-approximation guided optimization approach for constrained neural network inverse problems
- On solving bilevel optimization problems with a nonconvex lower level: the case of a bimatrix game
- Proximal bundle methods for nonsmooth DC programming
- A non-Euclidean gradient descent method with sketching for unconstrained matrix minimization
- Generalized uniformly optimal methods for nonlinear programming
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
- Partial Lagrangian relaxation for the unbalanced orthogonal Procrustes problem
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- A doubly stabilized bundle method for nonsmooth convex optimization
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization
- Subgradient and bundle methods for nonsmooth optimization
- A non-monotonic method for large-scale non-negative least squares
- Comparing different nonsmooth minimization methods and software
- Level bundle methods for oracles with on-demand accuracy
- Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
- Applications of gauge duality in robust principal component analysis and semidefinite programming
- An optimal variant of Kelley's cutting-plane method
- Subgradient methods for huge-scale optimization problems
- An optimal method for stochastic composite optimization
- Approximation bounds for sparse principal component analysis
- Dual subgradient algorithms for large-scale nonsmooth learning problems
- Diagonal bundle method for nonsmooth sparse optimization
- On a solving bilevel d.c.-convex optimization problems
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
- Accelerated stochastic algorithms for convex-concave saddle-point problems
- Simple and optimal methods for stochastic variational inequalities. I: Operator extrapolation
- Memory-efficient structured convex optimization via extreme point sampling
- Solving variational inequalities with stochastic mirror-prox algorithm
- On the generalization of ECP and OA methods to nonsmooth convex MINLP problems
- Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization
- Portfolio optimization based on higher order stochastic dominance: limited memory bundle algorithm approach
- First order algorithms for computing linear and polyhedral estimates
- Scaled memoryless symmetric rank one method for large-scale optimization
- Level bundle-like algorithms for convex optimization
- Convexity and differentiability properties of spectral functions and spectral mappings on Euclidean Jordan algebras
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