Proximity control in bundle methods for convex nondifferentiable minimization
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Publication:911994
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- A Subgradient Algorithm for Certain Minimax and Minisum Problems—The Constrained Case
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- Test examples for nonlinear programming codes
Cited in
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- A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations
- On deviation measures in stochastic integer programming
- A redistributed bundle algorithm based on local convexification models for nonlinear nonsmooth DC programming
- A modified PRP conjugate gradient algorithm with nonmonotone line search for nonsmooth convex optimization problems
- Essentials of numerical nonsmooth optimization
- Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
- Constraint aggregation principle in convex optimization
- An efficient descent method for locally Lipschitz multiobjective optimization problems
- Stochastic dynamic cutting plane for multistage stochastic convex programs
- A doubly stabilized bundle method for nonsmooth convex optimization
- Large-scale optimization with the primal-dual column generation method
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- A unifying framework for several cutting plane methods for semidefinite programming
- Survey of Bundle Methods for Nonsmooth Optimization
- Canonical duality for solving nonconvex and nonsmooth optimization problem
- Computation of approximate -points for large scale single machine scheduling problem
- Approximations in proximal bundle methods and decomposition of convex programs
- Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
- A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
- On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
- A parallel interior point decomposition algorithm for block angular semidefinite programs
- Solving nonlinear programming problems with noisy function values and noisy gradients
- Linear convergence of the derivative-free proximal bundle method on convex nonsmooth functions, with application to the derivative-free \(\mathcal{VU}\)-algorithm
- A Method for Minimization of Quasidifferentiable Functions
- On approximations with finite precision in bundle methods for nonsmooth optimization
- On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization
- Semidefinite programming
- Optimal Convergence Rates for the Proximal Bundle Method
- Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation
- A hybrid conjugate gradient algorithm for nonconvex functions and its applications in image restoration problems
- Role of subgradients in variational analysis of polyhedral functions
- Direct approach to the minimization of the maximal stress over an arch structure
- Numerical infinitesimals in a variable metric method for convex nonsmooth optimization
- Reduced subgradient bundle method for linearly constrained non-smooth non-convex problems
- An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow problems
- Stabilized Benders decomposition for energy planning under climate uncertainty
- Scalable branching on dual decomposition of stochastic mixed-integer programming problems
- Visualization of the \(\varepsilon \)-subdifferential of piecewise linear-quadratic functions
- Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints
- Convergence analysis of some methods for minimizing a nonsmooth convex function
- A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
- Convergence of some algorithms for convex minimization
- Implementation of a proximal algorithm for linearly constrained nonsmooth optimization problems and computational results
- Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
- Integer set reduction for stochastic mixed-integer programming
- Scenario analysis via bundle decomposition
- A study of auction mechanisms for multilateral procurement based on subgradient and bundle methods
- Essentials of numerical nonsmooth optimization
- An approach to robust network design in telecommunications
- Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods
- A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
- Dual decomposition in stochastic integer programming
- A cross-decomposition scheme with integrated primal-dual multi-cuts for two-stage stochastic programming investment planning problems
- A feasible point method with bundle modification for nonsmooth convex constrained optimization
- Variable metric bundle methods: From conceptual to implementable forms
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- A quasi-Newton method for unconstrained non-smooth problems
- A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
- Double bundle method for finding Clarke stationary points in nonsmooth DC programming
- A strongly convergent proximal bundle method for convex minimization in Hilbert spaces
- Duality results and dual bundle methods based on the dual method of centers for minimax fractional programs
- A derivative-free \(\mathcal{V} \mathcal{U}\)-algorithm for convex finite-max problems
- A new method based on the proximal bundle idea and gradient sampling technique for minimizing nonsmooth convex functions
- Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
- Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization
- A family of variable metric proximal methods
- Subgradient and bundle methods for nonsmooth optimization
- A proximal bundle method with exact penalty technique and bundle modification strategy for nonconvex nonsmooth constrained optimization
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
- A bundle modification strategy for convex minimization
- Solving large-scale semidefinite programs in parallel
- Minimizing oracle-structured composite functions
- On numerical solution of hemivariational inequalities by nonsmooth optimization methods
- Interactive bundle-based method for nondifferentiable multiobjeective optimization: nimbus§
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- Min-Max MPC based on a network problem
- A partially inexact bundle method for convex semi-infinite minmax problems
- Resource allocation for contingency planning: an inexact proximal bundle method for stochastic optimization
- Computing proximal points of convex functions with inexact subgradients
- Recent Progress in Two-stage Mixed-integer Stochastic Programming with Applications to Power Production Planning
- A descent proximal level bundle method for convex nondifferentiable optimization
- New variants of bundle methods
- A proximal bundle method with inexact data for convex nondifferentiable minimization
- A proximal bundle method for nonsmooth DC optimization utilizing nonconvex cutting planes
- Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs
- Semisupervised spherical separation
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- Nonsmooth optimization methods for parallel decomposition of multicommodity flow problems
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- An infeasible-point subgradient method using adaptive approximate projections
- Primal convergence from dual subgradient methods for convex optimization
- Aggregate codifferential method for nonsmooth DC optimization
- Tuning strategy for the proximity parameter in convex minimization
- Cluster Lagrangean decomposition in multistage stochastic optimization
- An inexact spectral bundle method for convex quadratic semidefinite programming
- Lagrange dual bound computation for stochastic service network design
- A method for non-differentiable optimization problems
- A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization
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