Uncontrolled inexact information within bundle methods

DOI10.1007/S13675-015-0060-9zbMATH Open1366.65063OpenAlexW2210434322MaRDI QIDQ2397754FDOQ2397754

Authors: Jérôme Malick, Welington de Oliveira, Sofia Zaourar 

Publication date: 23 May 2017

Published in: EURO Journal on Computational Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13675-015-0060-9

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zbMATH Keywords

convergencealgorithmnumerical experimentinexact oraclebundle methodsnon-smooth optimizationenergy optimizationchance-constrained problemstwo-stage stochastic problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Combinatorial optimization (90C27) Stochastic programming (90C15)

Cites Work

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Cited In (7)

• Regularized decomposition of large scale block-structured robust optimization problems
• Decomposition algorithm for large-scale two-stage unit-commitment
• Incremental-like bundle methods with application to energy planning
• Adaptive Bundle Methods for Nonlinear Robust Optimization
• Stochastic hydro-thermal unit commitment via multi-level scenario trees and bundle regularization
• Benders decomposition with adaptive oracles for large scale optimization
• Asynchronous level bundle methods

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