A tilted cutting plane proximal bundle method for convex nondifferentiable optimization

DOI10.1016/0167-6377(91)90090-CzbMath0717.90056OpenAlexW2078123844MaRDI QIDQ2638937

Krzysztof C. Kiwiel

Publication date: 1991

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(91)90090-c

zbMATH Keywords

nondifferentiable optimizationproximal bundle methodGlobal convergencedescent methodspolyhedral approximationstilted cutting planes

Mathematics Subject Classification ID

Convex programming (90C25) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (6)

The Newton direction and the cutting plane ⋮ Survey of Bundle Methods for Nonsmooth Optimization ⋮ A bundle modification strategy for convex minimization ⋮ A method for convex minimization based on translated first-order approximations ⋮ Variants to the cutting plane approach for convex nondifferentiable optimization ⋮ Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions

Cites Work

• A new polynomial-time algorithm for linear programming
• Proximity control in bundle methods for convex nondifferentiable minimization
• A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
• Boundary Behavior of Interior Point Algorithms in Linear Programming
• A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A tilted cutting plane proximal bundle method for convex nondifferentiable optimization