A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
From MaRDI portal
Publication:5444290
DOI10.1137/050647566zbMath1145.90082OpenAlexW2140449165MaRDI QIDQ5444290
Publication date: 25 February 2008
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/050647566
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Optimality conditions for problems in abstract spaces (49K27)
Related Items (23)
A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions ⋮ Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems ⋮ A review of recent advances in global optimization ⋮ Special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization ⋮ Computing proximal points of convex functions with inexact subgradients ⋮ A simple version of bundle method with linear programming ⋮ Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function ⋮ Focus programming: a bi‐level programming approach to static stochastic optimization problems ⋮ A version of bundle trust region method with linear programming ⋮ An incremental bundle method for portfolio selection problem under second-order stochastic dominance ⋮ A primal nonsmooth reformulation for bilevel optimization problems ⋮ An online convex optimization-based framework for convex bilevel optimization ⋮ An alternating linearization method with inexact data for bilevel nonsmooth convex optimization ⋮ New Constraint Qualifications for S-Stationarity for MPEC with Nonsmooth Objective ⋮ Target radius methods for nonsmooth convex optimization ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming ⋮ New filled functions for nonsmooth global optimization ⋮ Implicit solution function of P\(_{0}\) and Z matrix linear complementarity constraints ⋮ An Algorithm Using Trust Region Strategy for Minimization of a Nondifferentiable Function ⋮ A splitting bundle approach for non-smooth non-convex minimization ⋮ Algorithms for Simple Bilevel Programming ⋮ Bilevel Optimization: Theory, Algorithms, Applications and a Bibliography ⋮ On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle
Uses Software
This page was built for publication: A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems
