Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
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Publication:1922692
DOI10.1007/BF01585554zbMATH Open0857.90101OpenAlexW2050388101MaRDI QIDQ1922692FDOQ1922692
Publication date: 11 March 1997
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01585554
convex optimizationbundle methodsnondifferentiable optimizationconvex-concave saddle-point problemsproximal level methodsvariational inequalities with monotone operators
Cites Work
- Title not available (Why is that?)
- Methods of descent for nondifferentiable optimization
- Proximity control in bundle methods for convex nondifferentiable minimization
- New variants of bundle methods
- Decomposition and Nondifferentiable Optimization with the Projective Algorithm
- Variable target value subgradient method
- Finding normal solutions in piecewise linear programming
- Polynomial algorithms for a class of linear programs
Cited In (48)
- A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations
- A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems
- Target radius methods for nonsmooth convex optimization
- A doubly stabilized bundle method for nonsmooth convex optimization
- Approximations in proximal bundle methods and decomposition of convex programs
- Level bundle methods for constrained convex optimization with various oracles
- Optimal Convergence Rates for the Proximal Bundle Method
- New bundle methods for solving Lagrangian relaxation dual problems
- Minimizing Piecewise-Concave Functions Over Polyhedra
- Level bundle-like algorithms for convex optimization
- On the convergence of conditional \(\varepsilon\)-subgradient methods for convex programs and convex-concave saddle-point problems.
- Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions
- A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
- A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
- A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
- A bundle method for solving equilibrium problems
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
- Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
- A bundle modification strategy for convex minimization
- Non-Euclidean restricted memory level method for large-scale convex optimization
- Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
- Implementing the simplex method as a cutting-plane method, with a view to regularization
- Using regularization and second order information in outer approximation for convex MINLP
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- Interior proximal method for variational inequalities: Case of nonparamonotone operators
- A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization
- Splitting-type method for systems of variational inequalities
- A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions
- General Hölder smooth convergence rates follow from specialized rates assuming growth bounds
- A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
- Finding normal solutions in piecewise linear programming
- Applications of gauge duality in robust principal component analysis and semidefinite programming
- An optimal variant of Kelley's cutting-plane method
- Piecewise linear approximations in nonconvex nonsmooth optimization
- Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
- A Level-Set Method for Convex Optimization with a Feasible Solution Path
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- Rate of convergence of the bundle method
- Fast proximal algorithms for nonsmooth convex optimization
- Title not available (Why is that?)
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- An inexact bundle variant suited to column generation
- Efficiency of proximal bundle methods
- Alternative regularizations for outer-approximation algorithms for convex MINLP
- Asynchronous level bundle methods
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