Incremental-like bundle methods with application to energy planning
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DOI: 10.1007/s10589-009-9288-8
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References listed on IDEAS
- M. V. Solodov & S. K. Zavriev, 1998. "Error Stability Properties of Generalized Gradient-Type Algorithms," Journal of Optimization Theory and Applications, Springer, vol. 98(3), pages 663-680, September.
- M. V. Solodov, 2003. "On Approximations with Finite Precision in Bundle Methods for Nonsmooth Optimization," Journal of Optimization Theory and Applications, Springer, vol. 119(1), pages 151-165, October.
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Cited by:
- Li-Ping Pang & Jian Lv & Jin-He Wang, 2016. "Constrained incremental bundle method with partial inexact oracle for nonsmooth convex semi-infinite programming problems," Computational Optimization and Applications, Springer, vol. 64(2), pages 433-465, June.
- N. Hoseini Monjezi & S. Nobakhtian, 2022. "An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems," Annals of Operations Research, Springer, vol. 311(2), pages 1123-1154, April.
- Fan-Yun Meng & Li-Ping Pang & Jian Lv & Jin-He Wang, 2017. "An approximate bundle method for solving nonsmooth equilibrium problems," Journal of Global Optimization, Springer, vol. 68(3), pages 537-562, July.
- Sofia Zaourar & Jérôme Malick, 2013. "Prices stabilization for inexact unit-commitment problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 78(3), pages 341-359, December.
- W. Hare & C. Sagastizábal & M. Solodov, 2016. "A proximal bundle method for nonsmooth nonconvex functions with inexact information," Computational Optimization and Applications, Springer, vol. 63(1), pages 1-28, January.
- Liping Pang & Xiaoliang Wang & Fanyun Meng, 2023. "A proximal bundle method for a class of nonconvex nonsmooth composite optimization problems," Journal of Global Optimization, Springer, vol. 86(3), pages 589-620, July.
- Jian Lv & Li-Ping Pang & Fan-Yun Meng, 2018. "A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information," Journal of Global Optimization, Springer, vol. 70(3), pages 517-549, March.
- Xiaoliang Wang & Liping Pang & Qi Wu & Mingkun Zhang, 2021. "An Adaptive Proximal Bundle Method with Inexact Oracles for a Class of Nonconvex and Nonsmooth Composite Optimization," Mathematics, MDPI, vol. 9(8), pages 1-27, April.
- Huiling Lin, 2012. "An inexact spectral bundle method for convex quadratic semidefinite programming," Computational Optimization and Applications, Springer, vol. 53(1), pages 45-89, September.
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Keywords
Non-smooth optimization; Generation planning; Incremental methods; Large scale stochastic programming;All these keywords.
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