A parallel bundle framework for asynchronous subspace optimization of nonsmooth convex functions

DOI10.1137/120865987MaRDI QIDQ3192104zbMATH OpenOpenAlexFDO

Authors Frank Fischer, Christoph Helmberg

Publication date 26 September 2014

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/2886707c27468f8ebdd850cb477e943b9d04087f

zbMATH Keywords

convex optimizationbundle methodsparallel programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Parallel numerical computation (65Y05) Large-scale problems in mathematical programming (90C06)

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(9)

• An asynchronous bundle-trust-region method for dual decomposition of stochastic mixed-integer programming
• A preconditioned iterative interior point approach to the conic bundle subproblem
• Optimal Convergence Rates for the Proximal Bundle Method
• Asynchronous parallel algorithms for nonconvex optimization
• Asynchronous Lagrangian scenario decomposition
• Parallel subgradient methods for convex optimization.
• An asynchronous proximal bundle method
• A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems
• Asynchronous level bundle methods

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