A tilted cutting plane proximal bundle method for convex nondifferentiable optimization

Authors:
Krzysztof C. Kiwiel
Affiliations:
Systems Research Institute, Polish Academy of Sciences, Newelska 6, 01-447 Warsaw, Poland
Venue:
Operations Research Letters
Year:
1991

Citing 5
Cited 1

A new polynomial-time algorithm for linear programming

Combinatorica
A dual method for certain positive semidefinite quadratic programming problems

SIAM Journal on Scientific and Statistical Computing
Boundary behavior of interior point algorithms in linear programming

Mathematics of Operations Research
Proximity control in bundle methods for convex

Mathematical Programming: Series A and B
Nondifferentiable optimization

Optimization

Optimal Control of Continuous Casting by Nondifferentiable Multiobjective Optimization

Computational Optimization and Applications

Quantified Score

Hi-index	0.00

Visualization

Abstract

A proximal bundle method is given for minimizing a convex function @?. It accumulates so-called tilted cutting planes in polyhedral approximations to @? that introduce some second-order information and interior point features absent in usual methods. Global convergence of the method is proved.