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Article Dans Une Revue Operations Research Letters Année : 2017

Target radius methods for nonsmooth convex optimization

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Résumé

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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Dates et versions

hal-01630166 , version 1 (07-11-2017)

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