Level bundle methods for constrained convex optimization with various oracles

Author:

van Ackooij Wim,de Oliveira Welington

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Computational Mathematics,Control and Optimization

Reference44 articles.

1. Apkarian, P., Noll, D., Rondepierre, A.: Mixed H 2/H ∞ control via nonsmooth optimization. SIAM J. Control Optim. 47(3), 1516–1546 (2008)

2. de Oliveira, W., Sagastizábal, C.: Level bundle methods for oracles with on demand accuracy (2012). Available at http://www.optimization-online.org/DB_HTML/2012/03/3390.html

3. de Oliveira, W., Sagastizábal, C., Scheimberg, S.: Inexact bundle methods for two-stage stochastic programming. SIAM J. Optim. 21(2), 517–544 (2011). doi: 10.1137/100808289

4. de Oliveira, W., Sagastizábal, C., Lemaréchal, C.: Bundle methods in depth: a unified analysis for inexact oracles (2013). Available at http://www.optimization-online.org/DB_HTML/2013/02/3792.html

5. Dentcheva, D., Martinez, G.: Two-stage stochastic optimization problems with stochastic ordering constraints on the recourse. Eur. J. Oper. Res. 219(1), 1–8 (2012)

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