A proximal bundle method with inexact data for convex nondifferentiable minimization

DOI10.1016/J.NA.2006.02.039zbMATH Open1110.49030OpenAlexW2053457645MaRDI QIDQ876907FDOQ876907

Zun-Quan Xia, Li-Ping Pang, Jie Shen

Publication date: 19 April 2007

Published in: Nonlinear Analysis. Theory, Methods \& Applications. Series A: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.na.2006.02.039

zbMATH Keywords

convex optimizationnonlinear programmingnonsmooth optimizationproximal bundle methodbundle methodapproximate subgradient

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37) Nonsmooth analysis (49J52)

Cites Work

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• Methods of descent for nondifferentiable optimization
• A proximal bundle method based on approximate subgradients
• On approximations with finite precision in bundle methods for nonsmooth optimization
• Lagrangian decomposition and nonsmooth optimization: bundle algorithm, prox iteration, augmented Lagrangian
• An Algorithm for Nonsmooth Convex Minimization With Errors
• Numerical optimization. Theoretical and practice aspects

Cited In (10)

• A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
• Computing proximal points of convex functions with inexact subgradients
• A descent proximal level bundle method for convex nondifferentiable optimization
• An approximate redistributed proximal bundle method with inexact data for minimizing nonsmooth nonconvex functions
• A Redistributed Bundle Algorithm for Generalized Variational Inequality Problems in Hilbert Spaces
• New proximal bundle algorithm based on the gradient sampling method for nonsmooth nonconvex optimization with exact and inexact information
• A proximal bundle-based algorithm for nonsmooth constrained multiobjective optimization problems with inexact data
• Alternating forward-backward splitting for linearly constrained optimization problems
• Derivative-free optimization via proximal point methods
• A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence

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