Bundle-based decomposition: Conditions for convergence

DOI10.1016/S0294-1449(17)30033-1MaRDI QIDQ1122487zbMATH OpenOpenAlexFDO

Authors Stephen M. Robinson

Publication date 1989

Published in Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL http://www.numdam.org/item?id=AIHPC_1989__S6__435_0, https://eudml.org/doc/78206

zbMATH Keywords

approximate minimizationBundle-based decompositionComputational testsdecentralized convex optimization

Mathematics Subject Classification ID

Decomposition methods (49M27) Numerical mathematical programming methods (65K05) Convex programming (90C25)

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Cites work

• Demicontinuity, hemicontinuity and monotonicity
• Demicontinuity, hemicontinuity and monotonicity. II
• scientific article; zbMATH DE number 3846333 (Why is no real title available?)
• scientific article; zbMATH DE number 3858842 (Why is no real title available?)
• scientific article; zbMATH DE number 3976778 (Why is no real title available?)
• Local boundedness of nonlinear, monotone operators
• ε-Optimal solutions in nondifferentiable convex programming and some related questions

Cited in

(8)

• An implicit-function theorem for \(C^{0,1}\)-equations and parametric \(C^{1,1}\)-optimization
• Partitioning mathematical programs for parallel solution
• Iterative bundle-based decomposition for large-scale nonseparable convex optimization
• Scenario analysis via bundle decomposition
• Algorithms for the solution of stochastic dynamic minimax problems
• A cutting plane method from analytic centers for stochastic programming
• A computational study of exact subgraph based SDP bounds for max-cut, stable set and coloring
• A direct proof of Conley's decomposition for well-posed hybrid inC30clusions

Describes a project that uses

Uses Software

• MINOS

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