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SIAMJO
2010
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13 years 2 months ago
A Redistributed Proximal Bundle Method for Nonconvex Optimization
Proximal bundle methods have been shown to be highly successful optimization methods for unconstrained convex problems with discontinuous first derivatives. This naturally leads ...
Warren Hare, Claudia A. Sagastizábal
SIAMJO
2002
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13 years 4 months ago
Generalized Bundle Methods
We study a class of generalized bundle methods for which the stabilizing term can be any closed convex function satisfying certain properties. This setting covers several algorithm...
Antonio Frangioni