Bundle-type methods for inexact data
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Publication:1574134
zbMath0960.90069MaRDI QIDQ1574134
Publication date: 10 August 2000
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items (16)
Applying oracles of on-demand accuracy in two-stage stochastic programming -- a computational study ⋮ Inexact stabilized Benders' decomposition approaches with application to chance-constrained problems with finite support ⋮ A computational study of a solver system for processing two-stage stochastic LPs with enhanced Benders decomposition ⋮ Uncontrolled inexact information within bundle methods ⋮ Solving generation expansion planning problems with environmental constraints by a bundle method ⋮ Implementing the simplex method as a cutting-plane method, with a view to regularization ⋮ Level bundle methods for constrained convex optimization with various oracles ⋮ Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse ⋮ Handling CVaR objectives and constraints in two-stage stochastic models ⋮ The Benders decomposition algorithm: a literature review ⋮ Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization ⋮ Constraint generation for risk averse two-stage stochastic programs ⋮ Level bundle-like algorithms for convex optimization ⋮ Benders decomposition with adaptive oracles for large scale optimization ⋮ On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems ⋮ A doubly stabilized bundle method for nonsmooth convex optimization
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