An asynchronous proximal bundle method

DOI10.1007/s10107-024-02088-xMaRDI QIDQ6665397

Frank Fischer

Publication date: 17 January 2025

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

convex optimizationparallel programmingproximal bundle methodsasynchronous algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Large-scale problems in mathematical programming (90C06) Nonlinear programming (90C30) Parallel numerical computation (65Y05)

Cites Work

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• Convex proximal bundle methods in depth: a unified analysis for inexact oracles
• Proximity control in bundle methods for convex nondifferentiable minimization
• Incremental-like bundle methods with application to energy planning
• Variable metric bundle methods: From conceptual to implementable forms
• New variants of bundle methods
• Asynchronous level bundle methods
• Dynamic bundle methods
• A Parallel Bundle Framework for Asynchronous Subspace Optimization of Nonsmooth Convex Functions
• The Lagrangian Relaxation Method for Solving Integer Programming Problems
• DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS
• Incremental Bundle Methods using Upper Models
• Numerical optimization. Theoretical and practical aspects. Transl. from the French
• The omnipresence of Lagrange
• Optimal Convergence Rates for the Proximal Bundle Method

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