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

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)

Recommendations

• Bundle-type methods for inexact data
• A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
• Level bundle methods for oracles with on-demand accuracy
• On approximations with finite precision in bundle methods for nonsmooth optimization
• A proximal bundle method for nonsmooth nonconvex functions with inexact information

Cites Work

• scientific article; zbMATH DE number 2084780 (Why is no real title available?)
• scientific article; zbMATH DE number 2121076 (Why is no real title available?)
• A Primer in Column Generation
• A Proximal Bundle Method with Approximate Subgradient Linearizations
• A descent proximal level bundle method for convex nondifferentiable optimization
• A doubly stabilized bundle method for nonsmooth convex optimization
• A proximal bundle method based on approximate subgradients
• Accelerating Benders Decomposition: Algorithmic Enhancement and Model Selection Criteria
• Benchmarking optimization software with performance profiles.
• Bundle-type methods for inexact data
• Convex proximal bundle methods in depth: a unified analysis for inexact oracles
• Generalized Benders decomposition
• Generalized Bundle Methods
• Inexact Cuts in Benders Decomposition
• Inexact bundle methods for two-stage stochastic programming
• Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
• Joint chance constrained programming for hydro reservoir management
• Large-scale unit commitment under uncertainty
• Lectures on Stochastic Programming
• Level bundle methods for constrained convex optimization with various oracles
• Level bundle methods for oracles with on-demand accuracy
• New variants of bundle methods
• On approximations with finite precision in bundle methods for nonsmooth optimization
• Optimal scenario tree reduction for stochastic streamflows in power generation planning problems
• Probabilistic optimization via approximate \(p\)-efficient points and bundle methods
• Regularization methods for optimization problems with probabilistic constraints
• Solving the \(p\)-median problem with a semi-Lagrangian relaxation
• The Cutting-Plane Method for Solving Convex Programs
• Two-stage stochastic problems with correlated normal variables: computational experiences

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

This page was built for publication: Uncontrolled inexact information within bundle methods

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2397754)