Incremental-like bundle methods with application to energy planning
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Publication:975362
DOI10.1007/s10589-009-9288-8zbMath1220.90120OpenAlexW2040056636MaRDI QIDQ975362
Publication date: 9 June 2010
Published in: Computational Optimization and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10589-009-9288-8
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Uses Software
Cites Work
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- An inexact bundle variant suited to column generation
- Error stability properties of generalized gradient-type algorithms
- Variable metric bundle methods: From conceptual to implementable forms
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- A \(\mathcal{VU}\)-algorithm for convex minimization
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- Stability of Multistage Stochastic Programs
- An Algorithm for Nonsmooth Convex Minimization With Errors
- Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems
- Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
- Generalized Bundle Methods
- An Incremental Method for Solving Convex Finite Min-Max Problems
- A Proximal Bundle Method with Approximate Subgradient Linearizations
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- Bundle methods in stochastic optimal power management: A disaggregated approach using preconditioners
- A proximal bundle method based on approximate subgradients
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