A Proximal‐Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming

DOI10.1137/050639284zbMath1132.65055OpenAlexW2065417331MaRDI QIDQ5426895

Krzysztof C. Kiwiel

Publication date: 16 November 2007

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

Full work available at URL: https://doi.org/10.1137/050639284

zbMATH Keywords

Lagrangian relaxationsemidefinite programmingconvex programmingnondifferentiable optimizationproximal bundle methods

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Convex programming (90C25)

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