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Article Dans Une Revue Operations Research Letters Année : 2017

Target radius methods for nonsmooth convex optimization

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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