New limited memory bundle method for large-scale nonsmooth optimization
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Publication:5460656
DOI10.1080/10556780410001689225zbMATH Open1068.90101OpenAlexW1963488456WikidataQ109315022 ScholiaQ109315022MaRDI QIDQ5460656FDOQ5460656
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
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bundle methodslarge-scale optimizationtest problemsnondifferentiable programmingvariable metric methodslimited memory methods
Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56)
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- BFGS with Update Skipping and Varying Memory
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Cited In (63)
- A modified conjugate gradient method for general convex functions
- A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations
- A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems
- Solving dual problems using a coevolutionary optimization algorithm
- A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
- Composite proximal bundle method
- A new trust region method for nonsmooth nonconvex optimization
- A gradient sampling method based on ideal direction for solving nonsmooth optimization problems
- Nonsmooth optimization via quasi-Newton methods
- Codifferential method for minimizing nonsmooth DC functions
- Aggregate subgradient method for nonsmooth DC optimization
- Globally convergent limited memory bundle method for large-scale nonsmooth optimization
- Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
- Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization
- Non-smooth optimization based on resilient backpropagation search for unconstrained and simply bounded problems
- A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
- A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
- A fast gradient and function sampling method for finite-max functions
- A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
- A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
- A new smoothing conjugate gradient method for solving nonlinear nonsmooth complementarity problems
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
- A memory gradient method for non-smooth convex optimization
- Subgradient and bundle methods for nonsmooth optimization
- Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization
- Primal-dual accelerated gradient methods with small-dimensional relaxation oracle
- Limited-memory BFGS with displacement aggregation
- A conjugate gradient algorithm and its application in large-scale optimization problems and image restoration
- A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization
- LDGB
- Efficient hybrid methods for global continuous optimization based on simulated annealing
- Diagonal discrete gradient bundle method for derivative free nonsmooth optimization
- A hierarchy of spectral relaxations for polynomial optimization
- An adaptive gradient sampling algorithm for non-smooth optimization
- Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
- Comparing different nonsmooth minimization methods and software
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization
- Subgradient method for nonconvex nonsmooth optimization
- Diagonal bundle method for nonsmooth sparse optimization
- An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems
- A method for convex black-box integer global optimization
- New diagonal bundle method for clustering problems in large data sets
- Clusterwise support vector linear regression
- An algorithm for nonsmooth optimization by successive piecewise linearization
- Limited memory bundle method for large bound constrained nonsmooth optimization: convergence analysis
- Piecewise partially separable functions and a derivative-free algorithm for large scale nonsmooth optimization
- Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
- Testing different nonsmooth formulations of the Lennard-Jones potential in atomic clustering problems
- A conjugate gradient sampling method for nonsmooth optimization
- A simple version of bundle method with linear programming
- A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
- A quasisecant method for solving a system of nonsmooth equations
- An adaptive competitive penalty method for nonsmooth constrained optimization
- Hybrid optimization and Bayesian inference techniques for a non-smooth radiation detection problem
- Exploiting constant trace property in large-scale polynomial optimization
- A new nonmonotone line search method for nonsmooth nonconvex 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
- Influence of a neighborhood shape on the efficiency of continuous variable neighborhood search
- Weak subgradient method for solving nonsmooth nonconvex optimization problems
- An efficient conjugate gradient method with strong convergence properties for non-smooth optimization
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