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

Krzysztof Kiwiel 1, *
* Corresponding author
1 BIPOP - Modelling, Simulation, Control and Optimization of Non-Smooth Dynamical Systems
Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology, LJK - Laboratoire Jean Kuntzmann, Inria Grenoble - Rhône-Alpes
Abstract : We give 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. Our approach is motivated by applications to nonlinear multicommodity flow problems. Encouraging numerical experience on large scale problems is reported.
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https://hal.inria.fr/inria-00208074
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Submitted on : Monday, January 21, 2008 - 9:05:21 AM
Last modification on : Tuesday, February 9, 2021 - 3:20:06 PM
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  • HAL Id : inria-00208074, version 2

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Krzysztof Kiwiel. An alternating linearization bundle method for convex optimization and nonlinear multicommodity flow problems. [Research Report] RR-6420, INRIA. 2008. ⟨inria-00208074v2⟩

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