Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization
From MaRDI portal
Publication:2786335
DOI10.1080/02331930902884398zbMath1195.90073OpenAlexW2047162333WikidataQ109595739 ScholiaQ109595739MaRDI QIDQ2786335
No author found.
Publication date: 21 September 2010
Published in: Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331930902884398
large-scale optimizationbox constraintsvariable metric methodsbundle methodsnondifferentiable programminglimited memory methods
Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)
Related Items
An optimal subgradient algorithm for large-scale bound-constrained convex optimization, An infeasible bundle method for nonconvex constrained optimization with application to semi-infinite programming problems, Constrained nonconvex nonsmooth optimization via proximal bundle method, A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization, A splitting bundle approach for non-smooth non-convex minimization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Globally convergent limited memory bundle method for large-scale nonsmooth optimization
- Some numerical experiments with variable-storage quasi-Newton algorithms
- On the limited memory BFGS method for large scale optimization
- A constraint linearization method for nondifferentiable convex minimization
- Comparing nonsmooth nonconvex bundle methods in solving hemivariational inequalities
- Representations of quasi-Newton matrices and their use in limited memory methods
- Non-Euclidean restricted memory level method for large-scale convex optimization
- Globally convergent variable metric method for convex nonsmooth unconstrained minimization
- Comparison of formulations and solution methods for image restoration problems
- A method of linearizations for linearly constrained nonconvex nonsmooth minimization
- An active set method for solving linearly constrained nonsmooth optimization problems
- Global Convergence of a Class of Trust Region Algorithms for Optimization with Simple Bounds
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- A Limited Memory Algorithm for Bound Constrained Optimization
- A Proximal‐Projection Bundle Method for Lagrangian Relaxation, Including Semidefinite Programming
- New limited memory bundle method for large-scale nonsmooth optimization
- Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
- Benchmarking optimization software with performance profiles.
