Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs

Journal of Global Optimization ◽

10.1007/s10898-019-00757-2 ◽

2019 ◽

Vol 74 (2) ◽

pp. 255-284 ◽

Author(s):

H. Boualam ◽

A. Roubi

Keyword(s):

Bundle Methods ◽

Proximal Bundle Methods ◽

Fractional Programs ◽

Approximate Subgradients

Download Full-text

Proximal Bundle Methods in Unit Commitment Optimization

Operations Research Proceedings - Operations Research Proceedings 2012 ◽

10.1007/978-3-319-00795-3_70 ◽

2013 ◽

pp. 469-474 ◽

Author(s):

Tim Drees ◽

Roland Schuster ◽

Albert Moser

Keyword(s):

Unit Commitment ◽

Bundle Methods ◽

Proximal Bundle Methods

Download Full-text

Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs

SIAM Journal on Optimization ◽

10.1137/18m1199708 ◽

2019 ◽

Vol 29 (2) ◽

pp. 1578-1602 ◽

Author(s):

Karima Boufi ◽

Ahmed Roubi

Keyword(s):

Bundle Methods ◽

Dual Method ◽

Duality Results ◽

Method Of Centers ◽

Fractional Programs

Download Full-text

Proximal bundle methods for nonsmooth DC programming

Journal of Global Optimization ◽

10.1007/s10898-019-00755-4 ◽

2019 ◽

Vol 75 (2) ◽

pp. 523-563 ◽

Author(s):

Welington de Oliveira

Keyword(s):

Dc Programming ◽

Bundle Methods ◽

Proximal Bundle Methods

Download Full-text

Dual Applications of Proximal Bundle Methods, Including Lagrangian Relaxation of Nonconvex Problems

SIAM Journal on Optimization ◽

10.1137/s1052623498332336 ◽

2000 ◽

Vol 10 (3) ◽

pp. 697-721 ◽

Author(s):

Stefan Feltenmark ◽

Krzysztof C. Kiwiel

Keyword(s):

Lagrangian Relaxation ◽

Bundle Methods ◽

Nonconvex Problems ◽

Proximal Bundle Methods

Download Full-text

Approximations in proximal bundle methods and decomposition of convex programs

Journal of Optimization Theory and Applications ◽

10.1007/bf02191984 ◽

1995 ◽

Vol 84 (3) ◽

pp. 529-548 ◽

Author(s):

K. C. Kiwiel

Keyword(s):

Bundle Methods ◽

Convex Programs ◽

Proximal Bundle Methods

Download Full-text

Convex proximal bundle methods in depth: a unified analysis for inexact oracles

Mathematical Programming ◽

10.1007/s10107-014-0809-6 ◽

2014 ◽

Vol 148 (1-2) ◽

pp. 241-277 ◽

Author(s):

W. de Oliveira ◽

C. Sagastizábal ◽

C. Lemaréchal

Keyword(s):

Bundle Methods ◽

Proximal Bundle Methods

Download Full-text

Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization

Mathematical Programming ◽

10.1007/bf01582892 ◽

1991 ◽

Vol 52 (1-3) ◽

pp. 285-302 ◽

Author(s):

Krzysztof C. Kiwiel

Keyword(s):

Penalty Functions ◽

Bundle Methods ◽

Exact Penalty Functions ◽

Exact Penalty ◽

Proximal Bundle Methods ◽

Nondifferentiable Minimization

Download Full-text

Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization

SIAM Journal on Optimization ◽

10.1137/0806013 ◽

1996 ◽

Vol 6 (1) ◽

pp. 227-249 ◽

Author(s):

Krzysztof C. Kiwiel

Keyword(s):

Nondifferentiable Optimization ◽

Bundle Methods ◽

Proximal Bundle Methods ◽

Levenberg Marquardt

Download Full-text

Efficiency of Proximal Bundle Methods

Journal of Optimization Theory and Applications ◽

10.1023/a:1004689609425 ◽

2000 ◽

Vol 104 (3) ◽

pp. 589-603 ◽

Author(s):

K. C. Kiwiel

Keyword(s):

Bundle Methods ◽

Proximal Bundle Methods

Download Full-text

Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods

Mathematical Programming ◽

10.1007/s10107-005-0635-y ◽

2005 ◽

Vol 104 (2-3) ◽

pp. 729-747 ◽

Author(s):

Dominikus Noll ◽

Pierre Apkarian

Keyword(s):

Second Order ◽

Bundle Methods ◽

Maximum Eigenvalue ◽

Second Order Methods

Download Full-text