New limited memory bundle method for large-scale nonsmooth optimization

DOI10.1080/10556780410001689225MaRDI QIDQ5460656zbMATH OpenOpenAlexWikidataFDO

Authors M. Haarala, Marko M. Mäkelä, Kaisa Miettinen

Publication date 18 July 2005

Published in Optimization Methods \& Software (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10556780410001689225

zbMATH Keywords

bundle methodslarge-scale optimizationlimited memory methodsnondifferentiable programmingtest problemsvariable metric methods

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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• An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
• Benchmarking optimization software with performance profiles.
• BFGS with Update Skipping and Varying Memory
• Comparison of formulations and solution methods for image restoration problems
• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• scientific article; zbMATH DE number 53965 (Why is no real title available?)
• On the limited memory BFGS method for large scale optimization
• Partitioned variable metric updates for large structured optimization problems
• Representations of quasi-Newton matrices and their use in limited memory methods
• Survey of Bundle Methods for Nonsmooth Optimization

Cited in

(72)

• New diagonal bundle method for clustering problems in large data sets
• A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
• A new smoothing conjugate gradient method for solving nonlinear nonsmooth complementarity problems
• A fast gradient and function sampling method for finite-max functions
• LDGB
• A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization
• Aggregate subgradient method for nonsmooth DC optimization
• A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
• A method for convex black-box integer global optimization
• A conjugate gradient algorithm and its application in large-scale optimization problems and image restoration
• A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
• Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization
• Limited-memory BFGS with displacement aggregation
• An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems
• A conjugate gradient sampling method for nonsmooth optimization
• Clusterwise support vector linear regression
• A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
• An algorithm for nonsmooth optimization by successive piecewise linearization
• A simple version of bundle method with linear programming
• Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
• Solving dual problems using a coevolutionary optimization algorithm
• Piecewise partially separable functions and a derivative-free algorithm for large scale nonsmooth optimization
• A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations
• Efficient hybrid methods for global continuous optimization based on simulated annealing
• A modified conjugate gradient method for general convex functions
• Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization
• Diagonal discrete gradient bundle method for derivative free nonsmooth optimization
• Subgradient and bundle methods for nonsmooth optimization
• Non-smooth optimization based on resilient backpropagation search for unconstrained and simply bounded problems
• An adaptive gradient sampling algorithm for non-smooth optimization
• Comparing different nonsmooth minimization methods and software
• A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems
• Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
• Limited memory bundle method for large bound constrained nonsmooth optimization: convergence analysis
• A new trust region method for nonsmooth nonconvex optimization
• Influence of a neighborhood shape on the efficiency of continuous variable neighborhood search
• Subgradient method for nonconvex nonsmooth optimization
• Composite proximal bundle method
• Nonsmooth optimization via quasi-Newton methods
• Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization
• A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
• Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
• Diagonal bundle method for nonsmooth sparse optimization
• Weak subgradient method for solving nonsmooth nonconvex optimization problems
• An efficient conjugate gradient method with strong convergence properties for non-smooth optimization
• A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
• A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
• Primal-dual accelerated gradient methods with small-dimensional relaxation oracle
• A quasisecant method for solving a system of nonsmooth equations
• A memory gradient method for non-smooth convex optimization
• An adaptive competitive penalty method for nonsmooth constrained optimization
• Codifferential method for minimizing nonsmooth DC functions
• A hierarchy of spectral relaxations for polynomial optimization
• A new nonmonotone line search method for nonsmooth nonconvex optimization
• Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem
• Exploiting constant trace property in large-scale polynomial optimization
• Lagrangian relaxation for continuous-time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays
• Implementation of an oracle-structured bundle method for distributed optimization
• MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization
• An inertial Hestenes-Stiefel algorithm for nonsmooth convex optimization and its applications in machine learning
• A dynamic multiple proximal bundle algorithm for locally Lipschitz multiobjective optimization problems
• Analyzing the speed of convergence in nonsmooth optimization via the Goldstein subdifferential
• Portfolio optimization based on higher order stochastic dominance: limited memory bundle algorithm approach
• An effective subgradient algorithm via Mifflin's line search for nonsmooth nonconvex multiobjective optimization
• Limited memory bundle DC algorithm for sparse pairwise kernel learning
• A descent subgradient method using Mifflin's line search for nonsmooth nonconvex optimization
• Predicting pairwise interaction affinities with ℓ ₀ -penalized least squares–a nonsmooth bi-objective optimization based approach*
• Structured nonsmooth optimization using functional encoding and branching information
• Testing different nonsmooth formulations of the Lennard-Jones potential in atomic clustering problems
• A gradient sampling method based on ideal direction for solving nonsmooth optimization problems
• Globally convergent limited memory bundle method for large-scale nonsmooth optimization
• A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees

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Uses Software

• L-BFGS
• ve08

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