Proximity control in bundle methods for convex nondifferentiable minimization
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Publication:911994
DOI10.1007/BF01585731zbMATH Open0697.90060OpenAlexW2091371007MaRDI QIDQ911994FDOQ911994
Authors: Krzysztof C. Kiwiel 
Publication date: 1990
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf01585731
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Numerical mathematical programming methods (65K05) Convex programming (90C25) Mathematical programming (90C99)
Cites Work
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- Test examples for nonlinear programming codes
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- A Subgradient Algorithm for Certain Minimax and Minisum Problems—The Constrained Case
Cited In (only showing first 100 items - show all)
- Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
- On deviation measures in stochastic integer programming
- Trust-region methods for the derivative-free optimization of nonsmooth black-box functions
- Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective 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
- An efficient descent method for locally Lipschitz multiobjective optimization problems
- Stochastic dynamic cutting plane for multistage stochastic convex programs
- A unifying framework for several cutting plane methods for semidefinite programming
- Survey of Bundle Methods for Nonsmooth Optimization
- A doubly stabilized bundle method for nonsmooth convex optimization
- Large-scale optimization with the primal-dual column generation method
- Computation of approximate \(\alpha \)-points for large scale single machine scheduling problem
- Approximations in proximal bundle methods and decomposition of convex programs
- On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs
- A stochastic integer programming model for incorporating day-ahead trading of electricity into hydro-thermal unit commitment
- A Method for Minimization of Quasidifferentiable Functions
- On the global convergence of a nonmonotone proximal bundle method for convex nonsmooth minimization
- Semidefinite programming
- On approximations with finite precision in bundle methods for nonsmooth optimization
- Scalable branching on dual decomposition of stochastic mixed-integer programming problems
- An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow problems
- Convergence analysis of some methods for minimizing a nonsmooth convex function
- Integer set reduction for stochastic mixed-integer programming
- Convergence of some algorithms for convex minimization
- 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
- Variable metric bundle methods: From conceptual to implementable forms
- Solving nonlinear multicommodity flow problems by the analytic center cutting plane method
- A family of variable metric proximal methods
- Interactive bundle-based method for nondifferentiable multiobjeective optimization: nimbus§
- Portfolio optimization by minimizing conditional value-at-risk via nondifferentiable optimization
- Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities
- A partially inexact bundle method for convex semi-infinite minmax problems
- A descent proximal level bundle method for convex nondifferentiable optimization
- New variants of bundle methods
- Recourse-based stochastic nonlinear programming: properties and Benders-SQP algorithms
- An infeasible-point subgradient method using adaptive approximate projections
- Primal convergence from dual subgradient methods for convex optimization
- Cluster Lagrangean decomposition in multistage stochastic optimization
- Variants to the cutting plane approach for convex nondifferentiable optimization
- An inexact spectral bundle method for convex quadratic semidefinite programming
- A quasi-second-order proximal bundle algorithm
- Convergence and computational analyses for some variable target value and subgradient deflection methods
- Stage- and scenario-wise Fenchel decomposition for stochastic mixed 0-1 programs with special structure
- A bundle-type algorithm for routing in telecommunication data networks
- Sample-path optimization of convex stochastic performance functions
- Comparing different nonsmooth minimization methods and software
- Integration of progressive hedging and dual decomposition in stochastic integer programs
- Dynamic Lagrangian dual and reduced RLT constructs for solving \(0-1\) mixed-integer programs
- Lagrangian decomposition for large-scale two-stage stochastic mixed 0-1 problems
- A variable metric method for nonsmooth convex constrained optimization
- An optimal variant of Kelley's cutting-plane method
- Higher-level RLT or disjunctive cuts based on a partial enumeration strategy for 0-1 mixed-integer programs
- Level bundle methods for oracles with on-demand accuracy
- Constrained nonconvex nonsmooth optimization via proximal bundle method
- Lagrangian smoothing heuristics for Max-cut
- A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems
- Mixed method for solving the general convex programming problem
- The proximal Chebychev center cutting plane algorithm for convex additive functions
- A hybrid approach of bundle and Benders applied large mixed linear integer problem
- A computational study of exact subgraph based SDP bounds for max-cut, stable set and coloring
- A filter-variable-metric method for nonsmooth convex constrained optimization
- Nonmonotone bundle-type scheme for convex nonsmooth minimization
- Separating plane algorithms for convex optimization
- Conditional value-at-risk in stochastic programs with mixed-integer recourse
- A descent method with linear programming subproblems for nondifferentiable convex optimization
- Bundle-level type methods uniformly optimal for smooth and nonsmooth convex optimization
- A proximal cutting plane method using Chebychev center for nonsmooth convex optimization
- Efficiency of proximal bundle methods
- Convergence analysis of a proximal newton method1
- On the generalization of ECP and OA methods to nonsmooth convex MINLP problems
- A variable target value method for nondifferentiable optimization
- Surface fitting and registration of point clouds using approximations of the unsigned distance function
- Spectral bundle methods for non-convex maximum eigenvalue functions: first-order methods
- A quasisecant method for solving a system of nonsmooth equations
- An adaptive competitive penalty method for nonsmooth constrained optimization
- Constraint aggregation principle in convex optimization
- Canonical duality for solving nonconvex and nonsmooth optimization problem
- Lagrangian decomposition of block-separable mixed-integer all-quadratic programs
- A parallel interior point decomposition algorithm for block angular semidefinite programs
- Optimal Convergence Rates for the Proximal Bundle Method
- Solving nonlinear programming problems with noisy function values and noisy gradients
- Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation
- Direct approach to the minimization of the maximal stress over an arch structure
- Bundle-based descent method for nonsmooth multiobjective DC optimization with inequality constraints
- A limited memory BFGS subspace algorithm for bound constrained nonsmooth problems
- Scenario analysis via bundle decomposition
- Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs
- Implementation of a proximal algorithm for linearly constrained nonsmooth optimization problems and computational results
- A feasible point method with bundle modification for nonsmooth convex constrained optimization
- A quasi-Newton method for unconstrained non-smooth problems
- Double bundle method for finding Clarke stationary points in nonsmooth DC programming
- 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 strongly convergent proximal bundle method for convex minimization in Hilbert spaces
- Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization
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