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)
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Cited In (only showing first 100 items - show all)
- 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
- A proximal bundle method with exact penalty technique and bundle modification strategy for nonconvex nonsmooth constrained optimization
- Subgradient and bundle methods for nonsmooth optimization
- A bundle modification strategy for convex minimization
- Solving large-scale semidefinite programs in parallel
- On numerical solution of hemivariational inequalities by nonsmooth optimization methods
- 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 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
- Fast bundle-level methods for unconstrained and ball-constrained convex optimization
- Nonsmooth optimization methods for parallel decomposition of multicommodity flow problems
- Tuning strategy for the proximity parameter in convex minimization
- Aggregate codifferential method for nonsmooth DC optimization
- Lagrange dual bound computation for stochastic service network design
- A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization
- Efficient hybrid methods for global continuous optimization based on simulated annealing
- Three-dimensional adhesive contact laws with debonding: A nonconvex energy bundle method
- An implementation of a reduced subgradient method via Luenberger-Mokhtar variant
- A hierarchy of spectral relaxations for polynomial optimization
- Home service routing and appointment scheduling with stochastic service times
- An additive subfamily of enlargements of a maximally monotone operator
- Finding normal solutions in piecewise linear programming
- A minimizing algorithm for complex nonconvex nondifferentiable functions
- A method for nonsmooth optimization problems
- Approximately solving multi-valued variational inequalities by using a projection and contraction algorithm
- Risk aversion in two-stage stochastic integer programming
- DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS
- A tilted cutting plane proximal bundle method for convex nondifferentiable optimization
- Finding the closest point to the origin in the convex hull of a discrete set of points
- A new proximal Chebychev center cutting plane algorithm for nonsmooth optimization and its convergence
- 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
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