BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW

BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW

Bundle methods are often the algorithms of choice for nonsmooth convex optimization, especially if accuracy in the solution and reliability are a concern. We review several algorithms based on the bundle methodology that have been developed recently and that, unlike their forerunner variants, have t...

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Main Authors: Welington de Oliveira, Claudia Sagastizábal
Format: Article
Language:English
Published: Sociedade Brasileira de Pesquisa Operacional 2014-12-01
Series:Pesquisa Operacional
Subjects:
bundle methods
inexact oracles
nonsmooth convex optimization
Online Access:http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300647&lng=en&tlng=en
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spelling doaj-6ba5c07f11694cfea317ba2d829acc932020-11-25T00:48:26ZengSociedade Brasileira de Pesquisa OperacionalPesquisa Operacional1678-51422014-12-0134364767010.1590/0101-7438.2014.034.03.0647S0101-74382014000300647BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEWWelington de OliveiraClaudia SagastizábalBundle methods are often the algorithms of choice for nonsmooth convex optimization, especially if accuracy in the solution and reliability are a concern. We review several algorithms based on the bundle methodology that have been developed recently and that, unlike their forerunner variants, have the ability to provide exact solutions even if most of the time the available information is inaccurate. We adopt an approach that is by no means exhaustive, but covers different proximal and level bundle methods dealing with inexact oracles, for both unconstrained and constrained problems.http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300647&lng=en&tlng=enbundle methodsinexact oraclesnonsmooth convex optimization
collection DOAJ
language English
format Article
sources DOAJ
author Welington de Oliveira
Claudia Sagastizábal
spellingShingle Welington de Oliveira
Claudia Sagastizábal
BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW
Pesquisa Operacional
bundle methods
inexact oracles
nonsmooth convex optimization
author_facet Welington de Oliveira
Claudia Sagastizábal
author_sort Welington de Oliveira
title BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW
title_short BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW
title_full BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW
title_fullStr BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW
title_full_unstemmed BUNDLE METHODS IN THE XXIst CENTURY: A BIRD'S-EYE VIEW
title_sort bundle methods in the xxist century: a bird's-eye view
publisher Sociedade Brasileira de Pesquisa Operacional
series Pesquisa Operacional
issn 1678-5142
publishDate 2014-12-01
description Bundle methods are often the algorithms of choice for nonsmooth convex optimization, especially if accuracy in the solution and reliability are a concern. We review several algorithms based on the bundle methodology that have been developed recently and that, unlike their forerunner variants, have the ability to provide exact solutions even if most of the time the available information is inaccurate. We adopt an approach that is by no means exhaustive, but covers different proximal and level bundle methods dealing with inexact oracles, for both unconstrained and constrained problems.
topic bundle methods
inexact oracles
nonsmooth convex optimization
url http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0101-74382014000300647&lng=en&tlng=en
work_keys_str_mv AT welingtondeoliveira bundlemethodsinthexxistcenturyabirdseyeview
AT claudiasagastizabal bundlemethodsinthexxistcenturyabirdseyeview
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