Title:

An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow

Subtitle:

Raport Badawczy = Research Report ; RB/37/2009

Creator:

Kiwiel, Krzysztof

Publisher:

Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences

Place of publishing:

Warszawa

Date issued/created:

2009

Description:

23 pages ; 21 cm ; Bibliography p. 22-23

Subject and Keywords:

Optymalizacja ; Nondifferentiable optimization ; Convex programming ; Programowanie wypukłe ; Proximal bundle methods ; Approximate subgradients ; Network flow problem ; Aproksymacja subgradientowa ; Problem przepływu w sieciach

Abstract:

The paper presents a bundle method for minimizing the sum of two convex functions, one of them being known only via an oracle of arbitrary accuracy. Each iteration involves solving two subproblems in which the functions are alternately represented by their linearizations. The proposed approach is motivated by applications to nonlinear multicom­modity flow problems. Encouraging numerical experience on large scale problems is reported.

Relation:

Raport Badawczy = Research Report

Resource type:

Text

Detailed Resource Type:

Report

Source:

RB-2009-37

Language:

eng

Language of abstract:

eng

Rights:

Creative Commons Attribution BY 4.0 license

Terms of use:

Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -

Digitizing institution:

Systems Research Institute of the Polish Academy of Sciences

Original in:

Library of Systems Research Institute PAS

Projects co-financed by:

Operational Program Digital Poland, 2014-2020, Measure 2.3: Digital accessibility and usefulness of public sector information; funds from the European Regional Development Fund and national co-financing from the state budget.

Access:

Open