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

DOI10.1137/120865987zbMATH Open1297.90084OpenAlexW2043116361MaRDI QIDQ3192104FDOQ3192104

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

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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)

Cited In (9)

• Optimal Convergence Rates for the Proximal Bundle Method
• Asynchronous parallel algorithms for nonconvex optimization
• An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming
• 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
• A preconditioned iterative interior point approach to the conic bundle subproblem

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