A proximal bundle method with inexact data for convex nondifferentiable minimization

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

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

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

Recommendations

• A decomposition algorithm for convex nondifferentiable minimization with errors
• A bundle Bregman proximal method for convex nondifferentiable minimization
• Proximity control in bundle methods for convex nondifferentiable minimization
• Publication:4945773
• Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization

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

• Title not available (Why is that?)
• Methods of descent for nondifferentiable optimization
• Title not available (Why is that?)
• Title not available (Why is that?)
• 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 (20)

• A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
• A redistributed bundle algorithm for generalized variational inequality problems in Hilbert spaces
• A decomposition algorithm for convex nondifferentiable minimization with errors
• Convex proximal bundle methods in depth: a unified analysis for inexact oracles
• Incremental bundle methods using upper models
• Proximity control in bundle methods for convex nondifferentiable minimization
• Title not available (Why is that?)
• Piecewise-quadratic approximations in convex numerical optimization
• 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
• 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
• A tilted cutting plane proximal bundle method for convex nondifferentiable optimization
• A Method of Centers with Approximate Subgradient Linearizations for Nonsmooth Convex Optimization
• Alternating forward-backward splitting for linearly constrained optimization problems
• Derivative-free optimization via proximal point methods
• An inexact and nonmonotone proximal method for smooth unconstrained minimization
• A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence
• A cutting plane and level stabilization bundle method with inexact data for minimizing nonsmooth nonconvex functions

This page was built for publication: A proximal bundle method with inexact data for convex nondifferentiable minimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q876907)