Generalized Bundle Methods
From MaRDI portal
Publication:4785872
DOI10.1137/S1052623498342186zbMath1041.90037OpenAlexW2172033258WikidataQ118165513 ScholiaQ118165513MaRDI QIDQ4785872
Publication date: 5 January 2003
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/s1052623498342186
Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56) Nonsmooth analysis (49J52)
Related Items
Large-scale optimization with the primal-dual column generation method, A branch-price-and-cut algorithm for the vehicle routing problem with time windows and multiple deliverymen, Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization, A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems, Tuning strategy for the proximity parameter in convex minimization, Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support, A new trust region method for nonsmooth nonconvex optimization, A generalization of column generation to accelerate convergence, Prices stabilization for inexact unit-commitment problems, Using the primal-dual interior point algorithm within the branch-price-and-cut method, Lagrangian relaxation for SVM feature selection, Dynamic bundle methods, Uncontrolled inexact information within bundle methods, A bundle-type algorithm for routing in telecommunication data networks, A bundle modification strategy for convex minimization, The proximal Chebychev center cutting plane algorithm for convex additive functions, A stabilized structured Dantzig-Wolfe decomposition method, A multi-step doubly stabilized bundle method for nonsmooth convex optimization, An extension of the quasi-Newton method for minimizing locally Lipschitz functions, Lagrangian matheuristics for the quadratic multiple knapsack problem, A simple version of bundle method with linear programming, An effective nonsmooth optimization algorithm for locally Lipschitz functions, Lagrangian bounds for large‐scale multicommodity network design: a comparison between Volume and Bundle methods, A trust region method for the solution of the surrogate dual in integer programming, A study of auction mechanisms for multilateral procurement based on subgradient and bundle methods, An active set strategy to address the ill-conditioning of smoothing methods for solving finite linear minimax problems, Minimizing oracle-structured composite functions, On the computational efficiency of subgradient methods: a case study with Lagrangian bounds, A new nonmonotone line search method for nonsmooth nonconvex optimization, A tutorial on column generation and branch-and-price for vehicle routing problems, An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming, Decomposition schemes and acceleration techniques in application to production-assembly-distribution system design, Large-scale unit commitment under uncertainty: an updated literature survey, Convex proximal bundle methods in depth: a unified analysis for inexact oracles, Network-Based Approximate Linear Programming for Discrete Optimization, A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming, Discrete gradient method: Derivative-free method for nonsmooth optimization, Dynamic smoothness parameter for fast gradient methods, Bundle methods for sum-functions with ``easy components: applications to multicommodity network design, A column generation heuristic for optimal wireless sensor network design with mobile sinks, Comparison of bundle and classical column generation, A spline smoothing Newton method for finite minimax problems, A bundle-filter method for nonsmooth convex constrained optimization, An approximate subgradient algorithm for unconstrained nonsmooth, nonconvex optimization, Perspective cuts for a class of convex 0-1 mixed integer programs, Outer-approximation algorithms for nonsmooth convex MINLP problems, Incremental-like bundle methods with application to energy planning, Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions, A truncated aggregate smoothing Newton method for minimax problems, Bundle-based relaxation methods for multicommodity capacitated fixed charge network design, Proximal bundle methods for nonsmooth DC programming, A multistage stochastic programming approach for preventive maintenance scheduling of GENCOs with natural gas contract, Polynomial-size formulations and relaxations for the quadratic multiple knapsack problem, Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions, Essentials of numerical nonsmooth optimization, Gaining traction: on the convergence of an inner approximation scheme for probability maximization, A proximal cutting plane method using Chebychev center for nonsmooth convex optimization, Minimizing Piecewise-Concave Functions Over Polyhedra, Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming, An MDD-Based Lagrangian Approach to the Multicommodity Pickup-and-Delivery TSP, A Lagrangian approach to chance constrained routing with local broadcast, On the choice of explicit stabilizing terms in column generation, 0-1 reformulations of the multicommodity capacitated network design problem, Computing sharp bounds for hard clustering problems on trees, An active set smoothing method for solving unconstrained minimax problems, A new restricted memory level bundle method for constrained convex nonsmooth optimization, A splitting bundle approach for non-smooth non-convex minimization, A proximal trust-region algorithm for column generation stabilization, New approaches for optimizing over the semimetric polytope, Revisiting augmented Lagrangian duals, A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems, A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes, Computational experience with a bundle approach for semidefinite cutting plane relaxations of Max-Cut and equipartition, Essentials of numerical nonsmooth optimization, Aggregate codifferential method for nonsmooth DC optimization, Large-scale unit commitment under uncertainty, Nonsmooth bundle trust-region algorithm with applications to robust stability, About Lagrangian methods in integer optimization, A doubly stabilized bundle method for nonsmooth convex optimization