Search Results - subject:"Bundle method"

Outer approximation for generalized convex mixed-integer nonlinear robust optimization problems

Kuchlbauer, Martina - In: Operations research letters : a journal of INFORMS … 60 (2025), pp. 1-7

Persistent link: https://www.econbiz.de/10015358978

A bundle-type method for nonsmooth DC programs

Kanzow, Christian; Neder, Tanja - In: Journal of Global Optimization 88 (2023) 2, pp. 285-326

A bundle method for minimizing the difference of convex (DC) and possibly nonsmooth functions is developed. The method … method. We always terminate the bundle method after the first serious step. This yields a descent direction for the original … may be viewed as an inexact version of the DC algorithm, where each subproblem is solved only approximately by a bundle …

Persistent link: https://www.econbiz.de/10015209741

A bundle-type method for nonsmooth DC programs

Kanzow, Christian; Neder, Tanja - In: Journal of Global Optimization 88 (2023) 2, pp. 285-326

Persistent link: https://www.econbiz.de/10015403302

A unified analysis of a class of proximal bundle methods for solving hybrid convex composite optimization problems

Liang, Jiaming; Monteiro, Renato D. C. - In: Mathematics of operations research 49 (2024) 2, pp. 832-855

Persistent link: https://www.econbiz.de/10014564369

Adaptive bundle methods for nonlinear robust optimization

Kuchlbauer, Martina; Liers, Frauke; Stingl, Michael - In: INFORMS journal on computing : JOC ; charting new … 34 (2022) 4, pp. 2106-2124

Persistent link: https://www.econbiz.de/10013362683

A Lagrangian heuristic for the multicommodity capacitated location problem with balancing requirements

Kadri, Anis; Koné, Oumar; Gendron, Bernard - In: Computers & operations research : and their … 142 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013197731

Decomposition and shortest path problem formulation for solving the hydro unit commitment and scheduling in a hydro valley

Ackooij, Wim van; D'Ambrosio, Claudia; Thomopulos, Dimitri - In: European journal of operational research : EJOR 291 (2021) 3, pp. 935-943

Persistent link: https://www.econbiz.de/10012495381

Resource allocation for contingency planning : an inexact proximal bundle method for stochastic optimization

Moazeni, Somayeh; Collado, Ricardo A. - In: European journal of operational research : EJOR 291 (2021) 3, pp. 1008-1023

Persistent link: https://www.econbiz.de/10012495389

Essentials of numerical nonsmooth optimization

Gaudioso, Manlio; Giallombardo, Giovanni; Miglionico, … - In: 4OR : quarterly journal of the Belgian, French and … 18 (2020) 1, pp. 1-47

Persistent link: https://www.econbiz.de/10012222306

Using a Conic Bundle method to accelerate both phases of a quadratic convex reformulation

Billionnet, Alain; Elloumi, Sourour; Lambert, Amélie; … - In: INFORMS journal on computing : JOC 29 (2017) 2, pp. 318-331

Persistent link: https://www.econbiz.de/10011691204