A descent proximal level bundle method for convex nondifferentiable optimization
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Publication:1905073
DOI10.1016/0167-6377(94)00056-CzbMath0843.90093OpenAlexW2081054639WikidataQ127899207 ScholiaQ127899207MaRDI QIDQ1905073
Krzysztof C. Kiwiel, Ulf Brännlund, Per Olov Lindberg
Publication date: 16 January 1996
Published in: Operations Research Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6377(94)00056-c
nonsmooth optimizationnondifferentiable optimizationconvex minimizationproximal bundle methodslevel methodsprojections onto successive approximations of level setsproximal level method
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Cites Work
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- Proximity control in bundle methods for convex nondifferentiable minimization
- Subgradient method with entropic projections for convex nondifferentiable minimization
- Approximations in proximal bundle methods and decomposition of convex programs
- New variants of bundle methods
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results