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Level bundle methods for constrained convex optimization with various oracles

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Cited by:

  1. Byun, Ji-Eun & de Oliveira, Welington & Royset, Johannes O., 2023. "S-BORM: Reliability-based optimization of general systems using buffered optimization and reliability method," Reliability Engineering and System Safety, Elsevier, vol. 236(C).
  2. Yunmei Chen & Guanghui Lan & Yuyuan Ouyang & Wei Zhang, 2019. "Fast bundle-level methods for unconstrained and ball-constrained convex optimization," Computational Optimization and Applications, Springer, vol. 73(1), pages 159-199, May.
  3. Álvaro Lorca & X. Andy Sun & Eugene Litvinov & Tongxin Zheng, 2016. "Multistage Adaptive Robust Optimization for the Unit Commitment Problem," Operations Research, INFORMS, vol. 64(1), pages 32-51, February.
  4. Wim Ackooij & Nicolas Lebbe & Jérôme Malick, 2017. "Regularized decomposition of large scale block-structured robust optimization problems," Computational Management Science, Springer, vol. 14(3), pages 393-421, July.
  5. Tiago Andrade & Nikita Belyak & Andrew Eberhard & Silvio Hamacher & Fabricio Oliveira, 2022. "The p-Lagrangian relaxation for separable nonconvex MIQCQP problems," Journal of Global Optimization, Springer, vol. 84(1), pages 43-76, September.
  6. Wim Ackooij & Welington Oliveira & Yongjia Song, 2019. "On level regularization with normal solutions in decomposition methods for multistage stochastic programming problems," Computational Optimization and Applications, Springer, vol. 74(1), pages 1-42, September.
  7. Welington Oliveira, 2019. "Proximal bundle methods for nonsmooth DC programming," Journal of Global Optimization, Springer, vol. 75(2), pages 523-563, October.
  8. Murwan Siddig & Yongjia Song, 2022. "Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse," Computational Optimization and Applications, Springer, vol. 81(1), pages 201-250, January.
  9. Díaz Cachinero, Pablo & Gázquez Torres, Ricardo & Mínguez Solana, Roberto, 2026. "Solving Stochastic Two-Stage Programs with Fixed Recourse: The Dual-Clustering Constraint-Generation Approach," DES - Working Papers. Statistics and Econometrics. WS 49113, Universidad Carlos III de Madrid. Departamento de Estadística.
  10. N. Hoseini Monjezi & S. Nobakhtian, 2022. "An inexact multiple proximal bundle algorithm for nonsmooth nonconvex multiobjective optimization problems," Annals of Operations Research, Springer, vol. 311(2), pages 1123-1154, April.
  11. Wim Ackooij, 2014. "Decomposition approaches for block-structured chance-constrained programs with application to hydro-thermal unit commitment," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 80(3), pages 227-253, December.
  12. Yunmei Chen & Xiaojing Ye & Wei Zhang, 2020. "Acceleration techniques for level bundle methods in weakly smooth convex constrained optimization," Computational Optimization and Applications, Springer, vol. 77(2), pages 411-432, November.
  13. Blanchot, Xavier & Clautiaux, François & Detienne, Boris & Froger, Aurélien & Ruiz, Manuel, 2023. "The Benders by batch algorithm: Design and stabilization of an enhanced algorithm to solve multicut Benders reformulation of two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 309(1), pages 202-216.
  14. W. Ackooij & A. Frangioni & W. Oliveira, 2016. "Inexact stabilized Benders’ decomposition approaches with application to chance-constrained problems with finite support," Computational Optimization and Applications, Springer, vol. 65(3), pages 637-669, December.
  15. Göke, Leonard & Schmidt, Felix & Kendziorski, Mario, 2024. "Stabilized Benders decomposition for energy planning under climate uncertainty," European Journal of Operational Research, Elsevier, vol. 316(1), pages 183-199.
  16. Najmeh Hoseini Monjezi, 2025. "Bundle trust region algorithm based on linear subproblem," Journal of Global Optimization, Springer, vol. 92(1), pages 87-109, May.
  17. Wim Ackooij, 2017. "A comparison of four approaches from stochastic programming for large-scale unit-commitment," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 119-147, March.
  18. Martina Kuchlbauer & Frauke Liers & Michael Stingl, 2022. "Outer Approximation for Mixed-Integer Nonlinear Robust Optimization," Journal of Optimization Theory and Applications, Springer, vol. 195(3), pages 1056-1086, December.
  19. Mínguez, R. & van Ackooij, W. & García-Bertrand, R., 2021. "Constraint generation for risk averse two-stage stochastic programs," European Journal of Operational Research, Elsevier, vol. 288(1), pages 194-206.
  20. W. Ackooij & S. Demassey & P. Javal & H. Morais & W. Oliveira & B. Swaminathan, 2021. "A bundle method for nonsmooth DC programming with application to chance-constrained problems," Computational Optimization and Applications, Springer, vol. 78(2), pages 451-490, March.
  21. Babak Saleck Pay & Yongjia Song, 2020. "Partition-based decomposition algorithms for two-stage Stochastic integer programs with continuous recourse," Annals of Operations Research, Springer, vol. 284(2), pages 583-604, January.
  22. Wim Ackooij & Welington Oliveira, 2019. "Nonsmooth and Nonconvex Optimization via Approximate Difference-of-Convex Decompositions," Journal of Optimization Theory and Applications, Springer, vol. 182(1), pages 49-80, July.
  23. Jérôme Malick & Welington Oliveira & Sofia Zaourar, 2017. "Uncontrolled inexact information within bundle methods," EURO Journal on Computational Optimization, Springer;EURO - The Association of European Operational Research Societies, vol. 5(1), pages 5-29, March.
  24. Wim van Ackooij & Welington de Oliveira & Yongjia Song, 2018. "Adaptive Partition-Based Level Decomposition Methods for Solving Two-Stage Stochastic Programs with Fixed Recourse," INFORMS Journal on Computing, INFORMS, vol. 30(1), pages 57-70, February.
  25. Butyn, Emerson & Karas, Elizabeth W. & de Oliveira, Welington, 2022. "A derivative-free trust-region algorithm with copula-based models for probability maximization problems," European Journal of Operational Research, Elsevier, vol. 298(1), pages 59-75.
  26. Luisa I. Martínez-Merino & Diego Ponce & Justo Puerto, 2023. "Constraint relaxation for the discrete ordered median problem," TOP: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 538-561, October.
  27. Tang, Chunming & Liu, Shuai & Jian, Jinbao & Ou, Xiaomei, 2020. "A multi-step doubly stabilized bundle method for nonsmooth convex optimization," Applied Mathematics and Computation, Elsevier, vol. 376(C).
  28. Niloofar Fadavi & Harsha Gangammanavar, 2026. "Active set-based inexact proximal bundle algorithm for stochastic quadratic programming," Computational Optimization and Applications, Springer, vol. 93(2), pages 489-521, March.
  29. Wolf, Christian & Fábián, Csaba I. & Koberstein, Achim & Suhl, Leena, 2014. "Applying oracles of on-demand accuracy in two-stage stochastic programming – A computational study," European Journal of Operational Research, Elsevier, vol. 239(2), pages 437-448.
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