Incremental bundle methods using upper models
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Publication:4603045
DOI10.1137/16M1089897zbMATH Open1392.90094OpenAlexW2531600399WikidataQ118165418 ScholiaQ118165418MaRDI QIDQ4603045FDOQ4603045
Wim van Ackooij, Antonio Frangioni
Publication date: 14 February 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/16m1089897
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Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26)
Cites Work
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- Large-scale unit commitment under uncertainty
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Cited In (15)
- Large-scale unit commitment under uncertainty: an updated literature survey
- Regularized decomposition of large scale block-structured robust optimization problems
- Stabilized Benders decomposition for energy planning under climate uncertainty
- A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
- A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
- An Incremental Method for Solving Convex Finite Min-Max Problems
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
- Minimizing oracle-structured composite functions
- Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley
- An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming
- Implementation of an oracle-structured bundle method for distributed optimization
- Distributed dual subgradient methods with averaging and applications to grid optimization
- On supply and network investment in power systems
- An asynchronous proximal bundle method
- Asynchronous level bundle methods
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