Variable metric bundle methods: From conceptual to implementable forms

DOI10.1007/BF02614390zbMath0872.90072MaRDI QIDQ1356052

Claude Lemaréchal, Claudia A. Sagastizábal

Publication date: 15 October 1997

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

zbMATH Keywords

convergence results; bundle method; proximal point; bundling mechanisms; Moreau-Yosida regularizations; quasi-Newton matrices

Mathematics Subject Classification ID

65K05: Numerical mathematical programming methods

90C25: Convex programming

90C30: Nonlinear programming

Related Items

DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS, On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs, Survey of Bundle Methods for Nonsmooth Optimization, Partial proximal point method for nonmonotone equilibrium problems, The omnipresence of Lagrange, On approximations with finite precision in bundle methods for nonsmooth optimization, A bundle modification strategy for convex minimization, Fast Moreau envelope computation I: Numerical algorithms, Computing proximal points of nonconvex functions, A bundle-filter method for nonsmooth convex constrained optimization, Incremental-like bundle methods with application to energy planning, A proximal cutting plane method using Chebychev center for nonsmooth convex optimization, Infeasible predictor-corrector interior-point method applied to image restoration in the presence of noise, Globally convergent BFGS method for nonsmooth convex optimization, Globally convergent variable metric method for convex nonsmooth unconstrained minimization, The prize collecting Steiner tree problem: models and Lagrangian dual optimization approaches, Comparison of bundle and classical column generation, A primal-proximal heuristic applied to the French unit-commitment problem, A \(\mathcal{VU}\)-algorithm for convex minimization, A bundle-type algorithm for routing in telecommunication data networks, A method for nonsmooth optimization problems, On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization, Robust mid-term power generation management

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