New variants of bundle methods
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Publication:1922693
Recommendations
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- A Sequential Linear Programming Algorithm for Solving Monotone Variational Inequalities
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
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- The Cutting-Plane Method for Solving Convex Programs
- The traveling-salesman problem and minimum spanning trees: Part II
Cited in
(only showing first 100 items - show all)- Comparison of bundle and classical column generation
- Stochastic first-order methods for convex and nonconvex functional constrained optimization
- An improved L-shaped method for solving process flexibility design problems
- A cutting-plane method without inclusions of approximating sets for conditional minimization
- A privacy-preserving method to optimize distributed resource allocation
- General Hölder smooth convergence rates follow from specialized rates assuming growth bounds
- Stochastic programming with multivariate second order stochastic dominance constraints with applications in portfolio optimization
- A bundle-type algorithm for routing in telecommunication data networks
- Uncontrolled inexact information within bundle methods
- Finding normal solutions in piecewise linear programming
- A survey on the continuous nonlinear resource allocation problem
- Applications of gauge duality in robust principal component analysis and semidefinite programming
- An optimal variant of Kelley's cutting-plane method
- Two-stage linear decision rules for multi-stage stochastic programming
- Convexity and decomposition of mean-risk stochastic programs
- A Lagrangian relaxation approach to an electricity system investment model with a high temporal resolution
- Risk-averse formulations and methods for a virtual power plant
- Implementation of an oracle-structured bundle method for distributed optimization
- Nonsmooth projection-free optimization with functional constraints
- Optimal subgradient algorithms for large-scale convex optimization in simple domains
- Level bundle methods for oracles with on-demand accuracy
- Piecewise linear approximations in nonconvex nonsmooth optimization
- A method for convex minimization based on translated first-order approximations
- On the choice of explicit stabilizing terms in column generation
- Mixed method for solving the general convex programming problem
- Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials
- scientific article; zbMATH DE number 7626745 (Why is no real title available?)
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance
- Polyak minorant method for convex optimization
- DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- On parallelizing dual decomposition in stochastic integer programming
- Generalized uniformly optimal methods for nonlinear programming
- scientific article; zbMATH DE number 7625168 (Why is no real title available?)
- Solving two-stage stochastic programming problems with level decomposition
- Learning the coordinate gradients
- Mirror Prox algorithm for multi-term composite minimization and semi-separable problems
- A derivative-free trust-region algorithm with copula-based models for probability maximization problems
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- Rate of convergence of the bundle method
- An asynchronous proximal bundle method
- Fast proximal algorithms for nonsmooth convex optimization
- Convergence of the surrogate Lagrangian relaxation method
- A multi-step doubly stabilized bundle method for nonsmooth convex optimization
- 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
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- The Benders by batch algorithm: design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs
- Efficiency of proximal bundle methods
- Optimal Methods for Convex Risk-Averse Distributed Optimization
- Subgradient algorithms on Riemannian manifolds of lower bounded curvatures
- Partitioning mathematical programs for parallel solution
- Alternative regularizations for outer-approximation algorithms for convex MINLP
- Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse
- Regularized optimization methods for convex MINLP problems
- Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods
- A new steepest descent differential inclusion-based method for solving general nonsmooth convex optimization problems
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
- Asynchronous level bundle methods
- A simple version of bundle method with linear programming
- New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values
- An enhanced model for portfolio choice with SSD criteria: a constructive approach
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems
- Ergodic, primal convergence in dual subgradient schemes for convex programming. II: The case of inconsistent primal problems
- A cutting plane and level stabilization bundle method with inexact data for minimizing nonsmooth nonconvex functions
- A generalized subgradient method with relaxation step
- Residual Selection in A Projection Method for Convex Minimization Problems
- A generalized projection-based scheme for solving convex constrained optimization problems
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
- Essentials of numerical nonsmooth optimization
- Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
- A cutting method for finding discrete minimax with dropping of cutting planes
- Target radius methods for nonsmooth convex optimization
- Stochastic dynamic cutting plane for multistage stochastic convex programs
- 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 minimax resource allocation problem with variable resources
- A regularized simplex method
- Survey of Bundle Methods for Nonsmooth Optimization
- Level bundle methods for constrained convex optimization with various oracles
- Efficient algorithms for distributionally robust stochastic optimization with discrete scenario support
- Large-scale unit commitment under uncertainty: an updated literature survey
- Processing second-order stochastic dominance models using cutting-plane representations
- On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
- Dual subgradient algorithms for large-scale nonsmooth learning problems
- Conditional gradient algorithms for norm-regularized smooth convex optimization
- Regularized decomposition of large scale block-structured robust optimization problems
- A stabilised Benders decomposition with adaptive oracles for large-scale stochastic programming with short-term and long-term uncertainty
- Cutting-plane method based on epigraph approximation with discarding the cutting planes
- Optimal Convergence Rates for the Proximal Bundle Method
- An adaptive partition-based approach for solving two-stage stochastic programs with fixed recourse
- Level bundle-like algorithms for convex optimization
- Machine learning algorithms of relaxation subgradient method with space extension
- Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation
- On Generating Lagrangian Cuts for Two-Stage Stochastic Integer Programs
- Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
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