An alternating linearization bundle method for a class of nonconvex optimization problem with inexact information

DOI10.3934/jimo.2019135zbMath1474.90328OpenAlexW2982168117MaRDI QIDQ2031374

Xiaoliang Wang, Hui Gao, Jian Lv, Li-Ping Pang

Publication date: 9 June 2021

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2019135

zbMATH Keywords

global convergencebundle methodinexact oraclealternating linearizationlocal convexification

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Nonsmooth analysis (49J52)

Related Items

A Proximal Bundle Method with Exact Penalty Technique and Bundle Modification Strategy for Nonconvex Nonsmooth Constrained Optimization

Cites Work

• Unnamed Item
• Unnamed Item
• Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems
• Fast alternating linearization methods for minimizing the sum of two convex functions
• Proximal alternating linearized minimization for nonconvex and nonsmooth problems
• Constrained nonconvex nonsmooth optimization via proximal bundle method
• On approximations with finite precision in bundle methods for nonsmooth optimization
• An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow problems
• An alternating linearization bundle method for a class of nonconvex nonsmooth optimization problems
• Computing proximal points of nonconvex functions
• Incremental-like bundle methods with application to energy planning
• Approximate convexity and submonotonicity.
• A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information
• An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems
• A proximal-projection partial bundle method for convex constrained minimax problems
• An approximate bundle method for solving nonsmooth equilibrium problems
• A proximal alternating linearization method for nonconvex optimization problems
• A Redistributed Proximal Bundle Method for Nonconvex Optimization
• Inexact Bundle Methods for Two-Stage Stochastic Programming
• Proximal Alternating Minimization and Projection Methods for Nonconvex Problems: An Approach Based on the Kurdyka-Łojasiewicz Inequality
• An Algorithm for Nonsmooth Convex Minimization With Errors
• Submonotone Subdifferentials of Lipschitz Functions
• Variational Analysis
• Proximal Decomposition Via Alternating Linearization
• A Proximal‐Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming
• A Proximal Bundle Method with Approximate Subgradient Linearizations
• Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values
• A proximal bundle method for nonsmooth nonconvex functions with inexact information