A Method of Centers with Approximate Subgradient Linearizations for Nonsmooth Convex Optimization

DOI10.1137/060668559zbMath1207.90083OpenAlexW2004447866MaRDI QIDQ3544270

Krzysztof C. Kiwiel

Publication date: 5 December 2008

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/060668559

zbMATH Keywords

column generationconvex programmingnondifferentiable optimizationproximal bundle methodsapproximate subgradients

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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