| 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.