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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Operations Research Letters, Elsevier, 2017, 45 (6), pp.659 - 664. 〈10.1016/j.orl.2017.10.010〉
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Contributeur : Magalie Prudon <>
Soumis le : mardi 7 novembre 2017 - 11:42:59
Dernière modification le : lundi 12 novembre 2018 - 10:56:08

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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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