Incremental-like bundle methods with application to energy planning
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Publication:975362
DOI10.1007/S10589-009-9288-8zbMATH Open1220.90120OpenAlexW2040056636MaRDI QIDQ975362FDOQ975362
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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Cites Work
- Numerical optimization. Theoretical and practical aspects. Transl. from the French
- Stability of Multistage Stochastic Programs
- Convergence of Approximate and Incremental Subgradient Methods for Convex Optimization
- Generalized Bundle Methods
- Variable metric bundle methods: From conceptual to implementable forms
- A Proximal Bundle Method with Approximate Subgradient Linearizations
- A proximal bundle method based on approximate subgradients
- On approximations with finite precision in bundle methods for nonsmooth optimization
- Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems
- Bundle methods in stochastic optimal power management: A disaggregated approach using preconditioners
- Incremental subgradient methods for nondifferentiable optimization
- An Incremental Method for Solving Convex Finite Min-Max Problems
- A \(\mathcal{VU}\)-algorithm for convex minimization
- Error stability properties of generalized gradient-type algorithms
- An inexact bundle variant suited to column generation
- Approximations in proximal bundle methods and decomposition of convex programs
- An Algorithm for Nonsmooth Convex Minimization With Errors
Cited In (28)
- Composite proximal bundle method
- A Proximal Bundle Method with Exact Penalty Technique and Bundle Modification Strategy for Nonconvex Nonsmooth Constrained Optimization
- Prices stabilization for inexact unit-commitment problems
- Convex proximal bundle methods in depth: a unified analysis for inexact oracles
- Divide to conquer: decomposition methods for energy optimization
- A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
- Bundle methods in stochastic optimal power management: A disaggregated approach using preconditioners
- Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
- Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization
- A proximal bundle method for nonsmooth nonconvex functions with inexact information
- An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information
- A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information
- A Nonsmooth Trust-Region Method for Locally Lipschitz Functions with Application to Optimization Problems Constrained by Variational Inequalities
- An Asynchronous Bundle-Trust-Region Method for Dual Decomposition of Stochastic Mixed-Integer Programming
- An approximate bundle method for solving nonsmooth equilibrium problems
- Bundle methods for sum-functions with ``easy components: applications to multicommodity network design
- Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values
- An inexact spectral bundle method for convex quadratic semidefinite programming
- On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle
- Implementation of an oracle-structured bundle method for distributed optimization
- Incremental Bundle Methods using Upper Models
- Level bundle methods for oracles with on-demand accuracy
- The proximal Chebychev center cutting plane algorithm for convex additive functions
- An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems
- An incremental bundle method for portfolio selection problem under second-order stochastic dominance
- Solving the short-term scheduling problem of hydrothermal systems via Lagrangian relaxation and augmented Lagrangian
- An asynchronous proximal bundle method
- A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems
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