Level bundle-like algorithms for convex optimization
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Publication:743968
DOI10.1007/S10898-013-0096-4zbMATH Open1330.90073OpenAlexW2129247866MaRDI QIDQ743968FDOQ743968
Authors: J. Y. Bello Cruz, Welington de Oliveira 
Publication date: 2 October 2014
Published in: Journal of Global Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10898-013-0096-4
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Cites Work
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- Bundle-type methods for inexact data
- Non-Euclidean restricted memory level method for large-scale convex optimization
- A descent proximal level bundle method for convex nondifferentiable optimization
- New variants of bundle methods
- A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition
- Level bundle methods for oracles with on-demand accuracy
- Inexact bundle methods for two-stage stochastic programming
- Lectures on Stochastic Programming
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- Monte Carlo bounding techniques for determinig solution quality in stochastic programs
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- On the projected subgradient method for nonsmooth convex optimization in a Hilbert space
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- Minimization of unsmooth functionals
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- On the choice of step size in subgradient optimization
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- Extension of subgradient techniques for nonsmooth optimization in Banach spaces
Cited In (8)
- A doubly stabilized bundle method for nonsmooth convex optimization
- Level bundle methods for constrained convex optimization with various oracles
- Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
- A relaxed-projection splitting algorithm for variational inequalities in Hilbert spaces
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- On Weak and Strong Convergence of the Projected Gradient Method for Convex Optimization in Real Hilbert Spaces
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- Adaptive sequential sample average approximation for solving two-stage stochastic linear programs
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