New variants of bundle methods

Lemaréchal, Claude;Nemirovski, Arkadi;Nesterov, Yurii
(1995) Mathematical Programming — Vol. 69, n° 1-3, p. 111-147 (1995)

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Authors
  • Lemaréchal, Claude
    Author
  • Nemirovski, Arkadi
    Author
  • Nesterov, YuriiUCLouvain
    Author
Abstract
In this paper we describe a number of new variants of bundle methods for nonsmooth unconstrained and constrained convex optimization, convex—concave games and variational inequalities. We outline the ideas underlying these methods and present rate-of-convergence estimates.
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Lemaréchal, C., Nemirovski, A., & Nesterov, Y. (1995). New variants of bundle methods. Mathematical Programming, 69(1-3), 111-147. https://hdl.handle.net/2078.5/46100 (Original work published 1995)