DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS

DOI10.1080/02331930290019495zbMath1008.90073OpenAlexW2086663447MaRDI QIDQ4548051

No author found.

Publication date: 2002

Published in: Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331930290019495

zbMATH Keywords

nondifferentiable optimizationbundle methodsregularization parameterupdating rule

Mathematics Subject Classification ID

Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Nonsmooth analysis (49J52)

Related Items

Computing proximal points of convex functions with inexact subgradients ⋮ Automation and Combination of Linear-Programming Based Stabilization Techniques in Column Generation ⋮ Unnamed Item ⋮ A feasible point method with bundle modification for nonsmooth convex constrained optimization ⋮ Conditions for the existence, identification and calculus rules of the threshold of prox-boundedness ⋮ A bundle-filter method for nonsmooth convex constrained optimization ⋮ Heat and electricity market coordination: a scalable complementarity approach ⋮ A proximal cutting plane method using Chebychev center for nonsmooth convex optimization

Uses Software

• TSPLIB

Cites Work

• Proximity control in bundle methods for convex nondifferentiable minimization
• Newton's method for convex programming and Tschebyscheff approximation
• Proximal methods in view of interior-point strategies
• Prox-regularization and solution of ill-posed elliptic variational inequalities
• Proximal point methods and nonconvex optimization
• Convergence of some algorithms for convex minimization
• Variable metric bundle methods: From conceptual to implementable forms
• New variants of bundle methods
• Two-Metric Projection Methods for Constrained Optimization
• The Cutting-Plane Method for Solving Convex Programs
• A descent algorithm for nonsmooth convex optimization
• Decomposition and Nondifferentiable Optimization with the Projective Algorithm
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• Monotone Operators and the Proximal Point Algorithm
• Optimal Truss Design by Interior-Point Methods
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• The 𝒰-Lagrangian of a convex function
• The traveling-salesman problem and minimum spanning trees: Part II

This page was built for publication: DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS