A doubly stabilized bundle method for nonsmooth convex optimization
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Publication:263188
DOI10.1007/S10107-015-0873-6zbMATH Open1346.90675OpenAlexW2084704795MaRDI QIDQ263188FDOQ263188
Authors: Welington de Oliveira, M. V. Solodov 
Publication date: 4 April 2016
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-015-0873-6
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Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)
Cites Work
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- Bundle-type methods for inexact data
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- Bundle methods for sum-functions with ``easy components: applications to multicommodity network design
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- Inexact Bundle Methods for Two-Stage Stochastic Programming
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- Level bundle methods for constrained convex optimization with various oracles
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- A Proximal Bundle Method with Approximate Subgradient Linearizations
- A proximal bundle method based on approximate subgradients
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- Level bundle-like algorithms for convex optimization
Cited In (27)
- Outer-approximation algorithms for nonsmooth convex MINLP problems
- Optimal Convergence Rates for the Proximal Bundle Method
- Minimizing Piecewise-Concave Functions Over Polyhedra
- Stabilized Benders decomposition for energy planning under climate uncertainty
- Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions
- Essentials of numerical nonsmooth optimization
- A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
- Minimizing oracle-structured composite functions
- Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization
- Proximal bundle methods for nonsmooth DC programming
- Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley
- Risk-averse stochastic programming and distributionally robust optimization via operator splitting
- The method of codifferential descent for convex and global piecewise affine optimization
- On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems
- An approximate bundle method for non-convex optimization and its dual problem
- Uncontrolled inexact information within bundle methods
- Implementation of an oracle-structured bundle method for distributed optimization
- A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- Fast proximal algorithms for nonsmooth convex optimization
- A multi-step doubly stabilized bundle method for nonsmooth convex optimization
- A derivative-free 𝒱𝒰-algorithm for convex finite-max problems
- Regularized optimization methods for convex MINLP problems
- Generalized Bundle Methods
- A cutting plane and level stabilization bundle method with inexact data for minimizing nonsmooth nonconvex functions
- Essentials of numerical nonsmooth optimization
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