Convex and Nonsmooth Optimization

A bundle filter method for nonsmooth nonlinear optimization

  • Roger Fletcher
  • Sven Leyffer
    • Categories Convex and Nonsmooth Optimization, Nonsmooth Optimization Tags , ,

    We consider minimizing a nonsmooth objective subject to nonsmooth constraints. The nonsmooth functions are approximated by a bundle of subgradients. The novel idea of a filter is used to promote global convergence. CitationNA\195, Department of Mathematics, University of Dundee, UK, December, 1999ArticleDownload View PDF

    On duality theory of conic linear problems

  • Alexander Shapiro
    • Categories Cone Programming, Convex Optimization, Infinite Dimensional Optimization

    In this paper we discuss duality theory of optimization problems with a linear objective function and subject to linear constraints with cone inclusions, referred to as conic linear problems. We formulate the Lagrangian dual of a conic linear problem and survey some results based on the conjugate duality approach where the questions of “no duality … Read more