Bundle-based decomposition: Conditions for convergence

DOI10.1016/S0294-1449(17)30033-1zbMath0675.90068OpenAlexW2526245011MaRDI QIDQ1122487

Stephen M. Robinson

Publication date: 1989

Published in: Annales de l'Institut Henri Poincaré. Analyse Non Linéaire (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=AIHPC_1989__S6__435_0

zbMATH Keywords

Computational testsapproximate minimizationBundle-based decompositiondecentralized convex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Decomposition methods (49M27)

Related Items (7)

Scenario analysis via bundle decomposition ⋮ Algorithms for the solution of stochastic dynamic minimax problems ⋮ Partitioning mathematical programs for parallel solution ⋮ A cutting plane method from analytic centers for stochastic programming ⋮ A computational study of exact subgraph based SDP bounds for max-cut, stable set and coloring ⋮ An implicit-function theorem for \(C^{0,1}\)-equations and parametric \(C^{1,1}\)-optimization ⋮ Iterative bundle-based decomposition for large-scale nonseparable convex optimization

Uses Software

• MINOS

Cites Work

• Local boundedness of nonlinear, monotone operators
• ε-Optimal solutions in nondifferentiable convex programming and some related questions
• Demicontinuity, hemicontinuity and monotonicity. II
• Demicontinuity, hemicontinuity and monotonicity
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