Approximations in proximal bundle methods and decomposition of convex programs

From MaRDI portal
Publication:1893328

DOI10.1007/BF02191984zbMath0824.90110OpenAlexW2063856759MaRDI QIDQ1893328

Krzysztof C. Kiwiel

Publication date: 20 November 1995

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02191984



Related Items

Scalable branching on dual decomposition of stochastic mixed-integer programming problems, Survey of Bundle Methods for Nonsmooth Optimization, An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems, A descent proximal level bundle method for convex nondifferentiable optimization, Dynamic bundle methods, On approximations with finite precision in bundle methods for nonsmooth optimization, A hybrid approach of bundle and Benders applied large mixed linear integer problem, An approximate quasi-Newton bundle-type method for nonsmooth optimization, Computing proximal points of convex functions with inexact subgradients, A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems, A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information, Combining penalty‐based and Gauss–Seidel methods for solving stochastic mixed‐integer problems, New proximal bundle algorithm based on the gradient sampling method for nonsmooth nonconvex optimization with exact and inexact information, An alternating linearization method with inexact data for bilevel nonsmooth convex optimization, On parallelizing dual decomposition in stochastic integer programming, Unnamed Item, Ergodic, primal convergence in dual subgradient schemes for convex programming. II: The case of inconsistent primal problems, Convergence of the approximate auxiliary problem method for solving generalized variational inequalities, Incremental-like bundle methods with application to energy planning, Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values, An Inexact Bundle Algorithm for Nonconvex Nonsmooth Minimization in Hilbert Space, A proximal bundle method for nonsmooth nonconvex functions with inexact information, An approximate bundle-type auxiliary problem method for solving generalized variational inequalities, An inexact bundle variant suited to column generation, A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data, A feasibility-ensured Lagrangian heuristic for general decomposable problems, Efficiency of proximal bundle methods, Interior-point methods with decomposition for solving large-scale linear programs



Cites Work