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An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter

✍ Scribed by Sagastizábal, Claudia; Solodov, Mikhail


Book ID
118204037
Publisher
Society for Industrial and Applied Mathematics
Year
2005
Tongue
English
Weight
276 KB
Volume
16
Category
Article
ISSN
1052-6234

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A bundle-filter method for nonsmooth con
✍ Elizabeth Karas; Ademir Ribeiro; Claudia Sagastizábal; Mikhail Solodov 📂 Article 📅 2007 🏛 Springer-Verlag 🌐 English ⚖ 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