A bundle-filter method for nonsmooth convex constrained optimization
From MaRDI portal
Publication:959944
DOI10.1007/S10107-007-0123-7zbMATH Open1165.90024OpenAlexW2146232856MaRDI QIDQ959944FDOQ959944
Ademir Alves Ribeiro, Claudia Sagastizábal, Elizabeth W. Karas, M. V. Solodov
Publication date: 16 December 2008
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-007-0123-7
Recommendations
- A filter proximal bundle method for nonsmooth nonconvex constrained optimization
- A proximal bundle-filter algorithm for a class of nonconvex nonsmooth constrained optimization problem
- An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
- A filter-variable-metric method for nonsmooth convex constrained optimization
- A proximal bundle method for nonsmooth and nonconvex constrained optimization
Cites Work
- Algorithm 811: NDA
- A bundle-Newton method for nonsmooth unconstrained minimization
- Methods of descent for nondifferentiable optimization
- Generalized Bundle Methods
- Variable metric bundle methods: From conceptual to implementable forms
- Globally convergent variable metric method for convex nonsmooth unconstrained minimization
- New variants of bundle methods
- On the Global Convergence of a Filter--SQP Algorithm
- Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming
- An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
- Title not available (Why is that?)
- Nonlinear programming without a penalty function.
- Test examples for nonlinear programming codes
- An Algorithm for Constrained Optimization with Semismooth Functions
- An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
- On the quadratic programming algorithm of Goldfarb and Idnani
- A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
- A Globally Convergent Filter Method for Nonlinear Programming
- Numerical methods for nondifferentiable convex optimization
- Solving semidefinite quadratic problems within nonsmooth optimization algorithms
- A Method for Solving Certain Quadratic Programming Problems Arising in Nonsmooth Optimization
- Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
- How to deal with the unbounded in optimization: Theory and algorithms
- Title not available (Why is that?)
- A constraint linearization method for nondifferentiable convex minimization
- DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS
Cited In (46)
- Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions
- A method for solving some optimization problems with bounds on variables
- A Proximal Bundle Method with Exact Penalty Technique and Bundle Modification Strategy for Nonconvex Nonsmooth Constrained Optimization
- An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
- Level bundle methods for constrained convex optimization with various oracles
- An Algorithm Using Trust Region Strategy for Minimization of a Nondifferentiable Function
- A feasible proximal bundle algorithm with convexification for nonsmooth, nonconvex semi-infinite programming
- A Class of Nonconvex Penalties Preserving Overall Convexity in Optimization-Based Mean Filtering
- A new infeasible proximal bundle algorithm for nonsmooth nonconvex constrained optimization
- Local convergence of filter methods for equality constrained non-linear programming
- A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
- A feasible point method with bundle modification for nonsmooth convex constrained optimization
- Filter-based DIRECT method for constrained global optimization
- First-order and second-order optimality conditions for nonsmooth constrained problems via convolution smoothing
- Global convergence of a general filter algorithm based on an efficiency condition of the step
- A filter proximal bundle method for nonsmooth nonconvex constrained optimization
- Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization
- Title not available (Why is that?)
- Solving generation expansion planning problems with environmental constraints by a bundle method
- Computing proximal points of convex functions with inexact subgradients
- A nonmonotone filter method for nonlinear optimization
- Evolution differential inclusion with projection for solving constrained nonsmooth convex optimization in Hilbert space
- A filter-based artificial fish swarm algorithm for constrained global optimization: theoretical and practical issues
- A proximal-projection partial bundle method for convex constrained minimax problems
- A nonmonotone line search filter algorithm for the system of nonlinear equations
- Derivative-free optimization and filter methods to solve nonlinear constrained problems
- An inexact spectral bundle method for convex quadratic semidefinite programming
- A line search filter inexact reduced Hessian method for nonlinear equality constrained optimization
- Line search filter inexact secant methods for nonlinear equality constrained optimization
- Nonsmooth projection-free optimization with functional constraints
- A Filter Active-Set Algorithm for Ball/Sphere Constrained Optimization Problem
- A splitting bundle approach for non-smooth non-convex minimization
- A two-phase algorithm for a variational inequality formulation of equilibrium problems
- An improved nonmonotone filter trust region method for equality constrained optimization
- A proximal bundle method-based algorithm with penalty strategy and inexact oracles for constrained nonsmooth nonconvex optimization
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance
- A filter-variable-metric method for nonsmooth convex constrained optimization
- A Dynamical Approach to Constrained Nonsmooth Convex Minimization Problem Coupling with Penalty Function Method in Hilbert Space
- Derivative-free nonlinear optimization filter simplex
- Global convergence of a derivative-free inexact restoration filter algorithm for nonlinear programming
- A hybrid method combining genetic algorithm and Hooke-Jeeves method for constrained global optimization
- A new restricted memory level bundle method for constrained convex nonsmooth optimization
- An inexact bundle variant suited to column generation
- Title not available (Why is that?)
- An improved line search filter method for the system of nonlinear equations
- Ergodic, primal convergence in dual subgradient schemes for convex programming. II: The case of inconsistent primal problems
Uses Software
This page was built for publication: A bundle-filter method for nonsmooth convex constrained optimization
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q959944)