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Survey of Bundle Methods for Nonsmooth Optimization

✍ Scribed by Mäkelä, Marko

Book ID
118740947
Publisher
Taylor and Francis Group
Year
2002
Tongue
English
Weight
229 KB
Volume
17
Category
Article
ISSN
1055-6788

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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