Limited memory interior point bundle method for large inequality constrained nonsmooth minimization

Applied Mathematics and Computation

Volumn 198, Issue 1, 2008, Pages 382-400

  Karmitsa, N M S ^a   Makela M M ^a   Ali, M M ^b  

^a UNIVERSITY OF TURKU   (Finland)

^b UNIVERSITY OF THE WITWATERSRAND   (South Africa)

Author keywords

Bundle methods; Constrained optimization; Feasible direction interior point methods; Large scale problems; Limited memory methods; Nondifferentiable programming

Indexed keywords

NUMERICAL METHODS; PROBLEM SOLVING;

BUNDLE METHODS; LARGE-SCALE PROBLEMS; LIMITED MEMORY METHODS; NONDIFFERENTIABLE PROGRAMMING;

CONSTRAINED OPTIMIZATION;

EID: 40149098181     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2007.08.044     Document Type: Article

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