The volume algorithm revisited: relation with bundle methods

DOI10.1007/s10107-002-0357-3zbMath1023.90038MaRDI QIDQ1396813

D. Massart

Publication date: 13 July 2003

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

Full work available at URL: https://doi.org/10.1007/s10107-002-0357-3

zbMATH Keywords

bundle methods; extragradient method; volume algorithm; a posteriori error bound; rectilinear Steiner problems; approximated primal solution

Mathematics Subject Classification ID

90C46: Optimality conditions and duality in mathematical programming

49J52: Nonsmooth analysis

90C05: Linear programming

90C08: Special problems of linear programming (transportation, multi-index, data envelopment analysis, etc.)

Uses Software

• PLCP