New variants of bundle methods

Mathematical Programming

Volumn 69, Issue 1-3, 1995, Pages 111-147

  Lemaréchal, Claude ^a   Nemirovskii, Arkadii ^b   Nesterov, Yurii ^b  

^a INRIA   (France)

^b CENTRAL ECONOMICS AND MATHEMATICS INSTITUTE   (Russian Federation)

Author keywords

Bundle methods; Nonsmooth convex optimization

Indexed keywords

EID: 0000335293     PISSN: 00255610     EISSN: 14364646     Source Type: Journal    
DOI: 10.1007/BF01585555     Document Type: Article

References (22)

1. Newton's methods for convex programming and Tchebytcheff approximation
2. Methods for solving nonlinear extremal problems
3. The traveling-salesman problem and minimum spanning trees: Part II
4. Resolution of mathematical programming problems with nonlinear constraints by the method of centers
5. The cutting plane method for solving convex programs
6. An aggregate subgradient method for nonsmooth convex minimization
7. Proximity control in bundle methods for convex nondifferentiable minimization
8. On the convergence of the method of loaded functional as applied to a convex programming problem
9. An extension of Davidon methods to non-differentiable problems
10. On a bundle algorithm for nonsmooth optimization
11. A sequential linear programming algorithm for solving monotone variational inequalities
12. A modification and an extension of Lemaréchal's algorithm for nonsmooth minimization
13. Extension of Newton's method to nonlinear functions with values in a cone
14. On the maximality of sums of nonlinear monotone operators
15. A version of the bundle idea for minimizing a non-smooth function: conceptual idea, convergence analysis, numerical results
16. A method of conjugate subgradients for minimizing nondifferentiable functions