Efficiency of proximal bundle methods
From MaRDI portal
Publication:1573991
DOI10.1023/A:1004689609425zbMath0985.90072OpenAlexW199761101MaRDI QIDQ1573991
Publication date: 9 August 2000
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1004689609425
Convex programming (90C25) Abstract computational complexity for mathematical programming problems (90C60) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30)
Related Items
Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization, A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods, Tuning strategy for the proximity parameter in convex minimization, Survey of Bundle Methods for Nonsmooth Optimization, An optimal variant of Kelley's cutting-plane method, A bundle modification strategy for convex minimization, A multi-step doubly stabilized bundle method for nonsmooth convex optimization, A version of bundle trust region method with linear programming, New proximal bundle algorithm based on the gradient sampling method for nonsmooth nonconvex optimization with exact and inexact information, Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates, Optimal Convergence Rates for the Proximal Bundle Method, Minimizing oracle-structured composite functions, General Hölder smooth convergence rates follow from specialized rates assuming growth bounds, A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence, Computation of approximate \(\alpha \)-points for large scale single machine scheduling problem, Constructing Mixed Algorithms on the Basis of Some Bundle Method, A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
Cites Work
- Unnamed Item
- Proximity control in bundle methods for convex nondifferentiable minimization
- Convergence of some algorithms for convex minimization
- A Cholesky dual method for proximal piecewise linear programming
- Approximations in proximal bundle methods and decomposition of convex programs
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- New variants of bundle methods
- Complexity estimates of some cutting plane methods based on the analytic barrier
- Methods of descent for nondifferentiable optimization
- The Efficiency of Ballstep Subgradient Level Methods for Convex Optimization
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- Efficiency of the Analytic Center Cutting Plane Method for Convex Minimization
- Proximal Decomposition Via Alternating Linearization
- The Efficiency of Subgradient Projection Methods for Convex Optimization, Part I: General Level Methods
- Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization
