Target radius methods for nonsmooth convex optimization

Welington de Oliveira (1)

1 CMA - Centre de Mathématiques Appliquées

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.

Mots clés: Nonsmooth optimization Convex optimization Bundle methods

Domaines: Optimisation et contrôle [math.OC]

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⟩