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: | Lemarchal Claude, Nemirovskii Arkadii, Nesterov Yurii |
Keywords: | bundle methods |
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.