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A condensed introduction to bundle methods in nonsmooth optimization. (English) Zbl 0828.90124

Spedicato, Emilio (ed.), Algorithms for continuous optimization: the state of the art. Proceedings of the NATO Advanced Study Institute, Il Ciocco, Barga, Italy, September 5-18, 1993. Dordrecht: Kluwer Academic Publishers. NATO ASI Ser., Ser. C, Math. Phys. Sci. 434, 357-382 (1994).
Summary: We give a short introduction to (primal) bundle methods in nonsmooth optimization. The effectivity of these ideas is shown on some nonsmooth real life applications.
For the entire collection see [Zbl 0812.00043].

MSC:

90C30 Nonlinear programming
49J52 Nonsmooth analysis