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Target radius methods for nonsmooth convex optimization

Abstract : We consider the target radius method of A. Ouorou (2009) and propose some extensions to handle particular classes of (a) nonsmooth convex (nonlinearly) constrained optimization problems; (b) bilevel optimization problems. The given approaches generalize the well-known level bundle methods, and one of the new algorithms possesses (nearly) dimension-independent iteration complexity.
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https://hal-mines-paristech.archives-ouvertes.fr/hal-01630166
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Submitted on : Tuesday, November 7, 2017 - 11:42:59 AM
Last modification on : Wednesday, November 17, 2021 - 12:31:04 PM

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Welington de Oliveira. Target radius methods for nonsmooth convex optimization. Operations Research Letters, Elsevier, 2017, 45 (6), pp.659 - 664. ⟨10.1016/j.orl.2017.10.010⟩. ⟨hal-01630166⟩

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