Proximal level bundle methods for convex nondifferentiable optimization, saddle-point problems and variational inequalities.
Krzysztof C. KiwielPublished in: Math. Program. (1995)
Keyphrases
- saddle point
- variational inequalities
- numerical methods
- primal dual
- sensitivity analysis
- nonlinear programming
- convex optimization
- interior point
- discrete space
- convex sets
- penalty function
- fixed point
- structured prediction
- optimization problems
- differential equations
- global constraints
- genetic algorithm
- special case
- interior point methods
- denoising
- linear programming