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Target radius methods for nonsmooth convex optimization

Author:
Welington de Oliveira  


Journal:
Operations Research Letters


Issue Date:
2017


Abstract(summary):

Abstract 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.


Page:
659-659


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