An implementation of a reduced subgradient method via Luenberger-Mokhtar variant

DOI10.1080/02331934.2016.1147037zbMath1346.90815OpenAlexW2367139999MaRDI QIDQ2817227

Mustapha El Moudden, Ahmed El Ghali

Publication date: 29 August 2016

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331934.2016.1147037

zbMATH Keywords

mathematical programmingbundle methodsnondifferentiable convex optimizationlinearly constrained minimizationreduced subgradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of reduced gradient type (90C52)

Related Items (2)

Multiple reduced gradient method for multiobjective optimization problems ⋮ Reduced subgradient bundle method for linearly constrained non-smooth non-convex problems

Uses Software

• SolvOpt

Cites Work

• Unnamed Item
• On \(\epsilon\)-solutions for convex optimization problems with uncertainty data
• A hybrid algorithm for linearly constrained minimax problems
• Proximity control in bundle methods for convex nondifferentiable minimization
• Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
• An implementation of Shor's \(r\)-algorithm
• Methods of descent for nondifferentiable optimization
• A reduced subgradient algorithm
• ε-Optimal solutions in nondifferentiable convex programming and some related questions
• Linearly constrained minimax optimization
• Survey of Bundle Methods for Nonsmooth Optimization
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter

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