New variants of bundle methods
From MaRDI portal
Publication:1922693
DOI10.1007/BF01585555zbMATH Open0857.90102WikidataQ97723876 ScholiaQ97723876MaRDI QIDQ1922693FDOQ1922693
Authors: Yuri Nesterov, Claude Lemaréchal, Arkadi Nemirovski 
Publication date: 18 September 1996
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Recommendations
- Survey of Bundle Methods for Nonsmooth Optimization
- Publication:3487154
- An implementable bundle method for nonsmooth convex optimization
- A proximal bundle method for nonsmooth and nonconvex constrained optimization
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
variational inequalitiesnew variants of bundle methodsnonsmooth unconstrained and constrained convex optimizationrate-of-convergence estimates
Cites Work
- Title not available (Why is that?)
- An aggregate subgradient method for nonsmooth convex minimization
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- Title not available (Why is that?)
- Proximity control in bundle methods for convex nondifferentiable minimization
- The Cutting-Plane Method for Solving Convex Programs
- On the Maximality of Sums of Nonlinear Monotone Operators
- The traveling-salesman problem and minimum spanning trees: Part II
- Extension of Newton's method to nonlinear functions with values in a cone
- Newton's method for convex programming and Tschebyscheff approximation
- Title not available (Why is that?)
- A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
- A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities
- Title not available (Why is that?)
- Title not available (Why is that?)
- Problèmes de minimax via l'analyse convexe et les inégalités variationelles: Théorie et algorithmes
- Title not available (Why is that?)
Cited In (only showing first 100 items - show all)
- Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
- A generalized projection-based scheme for solving convex constrained optimization problems
- Stochastic dynamic cutting plane for multistage stochastic convex programs
- Survey of Bundle Methods for Nonsmooth Optimization
- A doubly stabilized bundle method for nonsmooth convex optimization
- Solving variational inequalities with monotone operators on domains given by linear minimization oracles
- Large-scale optimization with the primal-dual column generation method
- A regularized simplex method
- On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
- Level bundle methods for constrained convex optimization with various oracles
- Processing second-order stochastic dominance models using cutting-plane representations
- Dual subgradient algorithms for large-scale nonsmooth learning problems
- Conditional gradient algorithms for norm-regularized smooth convex optimization
- Cutting-plane method based on epigraph approximation with discarding the cutting planes
- Level bundle-like algorithms for convex optimization
- Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
- Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut and equipartition
- A bundle-filter method for nonsmooth convex constrained optimization
- Level function method for quasiconvex programming.
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- A bundle method for solving equilibrium problems
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study
- Validation analysis of mirror descent stochastic approximation method
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- Non-Euclidean restricted memory level method for large-scale convex optimization
- Solving generation expansion planning problems with environmental constraints by a bundle method
- Implementing the simplex method as a cutting-plane method, with a view to regularization
- Approximate level method for nonsmooth convex minimization
- Numerical methods for stochastic programs with second order dominance constraints with applications to portfolio optimization
- A partially inexact bundle method for convex semi-infinite minmax problems
- A descent proximal level bundle method for convex nondifferentiable optimization
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- About Lagrangian methods in integer optimization
- A Trust-region Method for Nonsmooth Nonconvex Optimization
- Universal gradient methods for convex optimization problems
- Level-set methods for convex optimization
- Handling CVaR objectives and constraints in two-stage stochastic models
- Method of conjugate subgradients with constrained memory
- Optimum design accounting for the global nonlinear behavior of the model
- Multi-period maintenance scheduling of tree networks with minimum flow disruption
- Primal convergence from dual subgradient methods for convex optimization
- Bundle methods for sum-functions with ``easy components: applications to multicommodity network design
- Benders decomposition without separability: a computational study for capacitated facility location problems
- Large-scale unit commitment under uncertainty
- Splitting-type method for systems of variational inequalities
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Randomized first order algorithms with applications to \(\ell _{1}\)-minimization
- Comparison of bundle and classical column generation
- A tutorial on column generation and branch-and-price for vehicle routing problems
- A bundle-type algorithm for routing in telecommunication data networks
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization
- Uncontrolled inexact information within bundle methods
- A survey on the continuous nonlinear resource allocation problem
- Convexity and decomposition of mean-risk stochastic programs
- Applications of gauge duality in robust principal component analysis and semidefinite programming
- An optimal variant of Kelley's cutting-plane method
- Risk-averse formulations and methods for a virtual power plant
- Level bundle methods for oracles with on-demand accuracy
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Piecewise linear approximations in nonconvex nonsmooth optimization
- On the choice of explicit stabilizing terms in column generation
- Mixed method for solving the general convex programming problem
- On parallelizing dual decomposition in stochastic integer programming
- Solving two-stage stochastic programming problems with level decomposition
- Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
- Learning the coordinate gradients
- Convergence of the surrogate Lagrangian relaxation method
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- A proximal cutting plane method using Chebychev center for nonsmooth convex optimization
- An inexact bundle variant suited to column generation
- Efficiency of proximal bundle methods
- Partitioning mathematical programs for parallel solution
- Regularized optimization methods for convex MINLP problems
- A new steepest descent differential inclusion-based method for solving general nonsmooth convex optimization problems
- An enhanced model for portfolio choice with SSD criteria: a constructive approach
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- Residual Selection in A Projection Method for Convex Minimization Problems
- Ergodic, primal convergence in dual subgradient schemes for convex programming. II: The case of inconsistent primal problems
- A minimax resource allocation problem with variable resources
- A cutting method for finding discrete minimax with dropping of cutting planes
- Target radius methods for nonsmooth convex optimization
- Large-scale unit commitment under uncertainty: an updated literature survey
- Regularized decomposition of large scale block-structured robust optimization problems
- Optimal Convergence Rates for the Proximal Bundle Method
- An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
- Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation
- Convexity and optimization with copulæ structured probabilistic constraints
- A level-set method for convex optimization with a feasible solution path
- The Benders decomposition algorithm: a literature review
- A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
- On stochastic auctions in risk-averse electricity markets with uncertain supply
- Penalized sample average approximation methods for stochastic programs in economic and secure dispatch of a power system
- A perturbation view of level-set methods for convex optimization
- A smoothing penalized sample average approximation method for stochastic programs with second-order stochastic dominance constraints
- A scenario decomposition algorithm for stochastic programming problems with a class of downside risk measures
- Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
- A bundle modification strategy for convex minimization
- On pricing-based equilibrium for network expansion planning. A multi-period bilevel approach under uncertainty
- A robust signal control system for equilibrium flow under uncertain travel demand and traffic delay
Uses Software
This page was built for publication: New variants of bundle methods
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1922693)
