New variants of bundle methods
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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)
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variational inequalitiesnew variants of bundle methodsnonsmooth unconstrained and constrained convex optimizationrate-of-convergence estimates
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Cited In (only showing first 100 items - show all)
- 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
- Proximal bundle methods for nonsmooth DC programming
- Constraint generation for risk averse two-stage stochastic programs
- Tutorial on risk neutral, distributionally robust and risk averse multistage stochastic programming
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- Using regularization and second order information in outer approximation for convex MINLP
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- A survey of network interdiction models and algorithms
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- The approximation algorithm for solving a sort of non-smooth programming
- Tuning strategy for the proximity parameter in convex minimization
- Synthesis of cutting and separating planes in a nonsmooth optimization method
- Dynamic bundle methods
- 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
- Finding normal solutions in piecewise linear programming
- Two-stage linear decision rules for multi-stage stochastic programming
- A method for convex minimization based on translated first-order approximations
- Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse
- DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS
- Partition-based decomposition algorithms for two-stage stochastic integer programs with continuous recourse
- Generalized uniformly optimal methods for nonlinear programming
- Rate of convergence of the bundle method
- Fast proximal algorithms for nonsmooth convex optimization
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- Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods
- Inexact stochastic mirror descent for two-stage nonlinear stochastic programs
- An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems
- A cutting plane and level stabilization bundle method with inexact data for minimizing nonsmooth nonconvex functions
- A generalized subgradient method with relaxation step
- 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
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- Large-scale unit commitment under uncertainty
- Splitting-type method for systems of variational inequalities
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- Randomized first order algorithms with applications to \(\ell _{1}\)-minimization
- Comparison of bundle and classical column generation
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