New variants of bundle methods

New variants of bundle methods

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Article ID: iaor19971058
Country: Netherlands
Volume: 69
Issue: 1
Start Page Number: 111
End Page Number: 147
Publication Date: Jul 1995
Journal: Mathematical Programming (Series A)
Authors: , ,
Keywords: bundle methods
Abstract:

In this paper the authors describe a number of new variants of bundle methods for nonsmooth unconstrained and constrained convex optimization, convex-concave games and variational inequalities. They outline the ideas underlying these methods and present rate-of-convergence estimates.

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