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A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems

✍ Scribed by Solodov, Mikhail V.

Book ID
118204742
Publisher
Society for Industrial and Applied Mathematics
Year
2007
Tongue
English
Weight
220 KB
Volume
18
Category
Article
ISSN
1052-6234

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πŸ“œ SIMILAR VOLUMES

A bundle-filter method for nonsmooth con
A bundle-filter method for nonsmooth convex constrained optimization
✍ Elizabeth Karas; Ademir Ribeiro; Claudia SagastizΓ‘bal; Mikhail Solodov πŸ“‚ Article πŸ“… 2007 πŸ› Springer-Verlag 🌐 English βš– 295 KB

For solving nonsmooth convex constrained optimization problems, we propose an algorithm which combines the ideas of the proximal bundle methods with the filter strategy for evaluating candidate points. The resulting algorithm inherits some attractive features from both approaches. On the one hand, i