Incremental-like bundle methods with application to energy planning
Author:
Publisher
Springer Science and Business Media LLC
Subject
Applied Mathematics,Computational Mathematics,Control and Optimization
Link
http://link.springer.com/content/pdf/10.1007/s10589-009-9288-8.pdf
Reference19 articles.
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3. Kiwiel, K.: Convergence of approximate and incremental subgradient methods for convex optimization. SIAM J. Optim. 14(3), 807–840 (2003)
4. Gaudioso, M., Giallombardo, G., Miglionico, G.: An incremental method for solving convex finite min-max problems. Math. Oper. Res. 31(1), 173–187 (2006)
5. Kiwiel, K.: A proximal bundle method with approximate subgradient linearizations. SIAM J. Optim. 16(4), 1007–1023 (2006)
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