Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs

DOI10.1007/BF01581138MaRDI QIDQ1338136zbMATH OpenFDO

Authors Deepankar Medhi

Publication date 30 January 1996

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

convex optimizationerror estimateduality gapbundle methodnonsmooth concave problem

Mathematics Subject Classification ID

Convex programming (90C25) Linear programming (90C05) Large-scale problems in mathematical programming (90C06)

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Cites work

• scientific article; zbMATH DE number 3846333 (Why is no real title available?)
• scientific article; zbMATH DE number 3819432 (Why is no real title available?)
• scientific article; zbMATH DE number 3976778 (Why is no real title available?)
• scientific article; zbMATH DE number 3465097 (Why is no real title available?)
• scientific article; zbMATH DE number 3793774 (Why is no real title available?)
• A stable method for solving certain constrained least squares problems
• An advanced implementation of the Dantzig—Wolfe decomposition algorithm for linear programming
• Computational aspects of DYNAMICO : a model of trade and development in the world economy
• Computational experience with advanced implementation of decomposition algorithms for linear programming
• Convex Analysis
• DECOMP: an implementation of Dantzig-Wolfe decomposition for linear programming
• Decomposition Principle for Linear Programs
• Monotone Operators and the Proximal Point Algorithm
• Parallel bundle-based decomposition for large-scale structured mathematical programming problems
• Validation of subgradient optimization

Cited in

(6)

• The Effect of Various Sparsity Structures on Parallelism and Algorithms to Reveal Those Structures
• Bundle-based decomposition: Conditions for convergence
• Parallel bundle-based decomposition for large-scale structured mathematical programming problems
• Iterative bundle-based decomposition for large-scale nonseparable convex optimization
• Generalized proximal point algorithm for convex optimization
• A cutting-plane approach for large-scale capacitated multi-period facility location using a specialized interior-point method

Describes a project that uses

Uses Software

• MINOS
• IMSL Numerical Libraries

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