Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems
DOI10.1137/S1052623498332336zbMATH Open0958.65070OpenAlexW1991716092MaRDI QIDQ4509733FDOQ4509733
Authors: Stefan Feltenmark, Krzysztof C. Kiwiel 
Publication date: 19 October 2000
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623498332336
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numerical examplesconvex programmingLagrangian relaxationnondifferentiable optimizationunit commitmentproximal bundle methodsconvexified relaxationspower production scheduling
Cited In (32)
- Large-scale unit commitment under uncertainty: an updated literature survey
- Regularized decomposition of large scale block-structured robust optimization problems
- New bundle methods for solving Lagrangian relaxation dual problems
- Decomposition algorithm for large-scale two-stage unit-commitment
- Divide to conquer: decomposition methods for energy optimization
- Characterizing the solution set of convex optimization problems without convexity of constraints
- The omnipresence of Lagrange
- Reduced subgradient bundle method for linearly constrained non-smooth non-convex problems
- Bundle, proximal and augmented Lagrangian algorithmic methods for mathematical optimization problems
- Scalable branching on dual decomposition of stochastic mixed-integer programming problems
- On the computational efficiency of subgradient methods: a case study with Lagrangian bounds
- A comparison of four approaches from stochastic programming for large-scale unit-commitment
- On decomposition and multiobjective-based column and disjunctive cut generation for MINLP
- A strongly convergent proximal bundle method for convex minimization in Hilbert spaces
- Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support
- Incremental-like bundle methods with application to energy planning
- Duality gaps in nonconvex stochastic optimization
- Dynamic convexification within nested Benders decomposition using Lagrangian relaxation: an application to the strategic bidding problem
- Bundle methods for sum-functions with ``easy components: applications to multicommodity network design
- Multi-Tree Decomposition Methods for Large-Scale Mixed Integer Nonlinear Optimization
- Dynamic bundle methods
- Large-scale unit commitment under uncertainty
- Stochastic dual dynamic programming applied to nonconvex hydrothermal models
- On a primal-proximal heuristic in discrete optimization
- A primal-proximal heuristic applied to the French unit-commitment problem
- Revisiting augmented Lagrangian duals
- A Proximal‐Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming
- Lagrangian smoothing heuristics for Max-cut
- On supply and network investment in power systems
- The decomposition-based outer approximation algorithm for convex mixed-integer nonlinear programming
- Decomposition-based inner- and outer-refinement algorithms for global optimization
- An effective line search for the subgradient method
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