Bundle methods are recognized to play a relevant role in large scale NDO, but are rarely used to optimize polyhedral functions, such as those arising from Lagrangean relaxation of combinatorial optimization problems. Here we provide an application oriented survey of bundle methods, and show that they can be build up from a limited set of basic concepts and tools.
Applying bundle methods to optimize polyhedral functions: an application oriented approach
NONATO, Maddalena
1995
Abstract
Bundle methods are recognized to play a relevant role in large scale NDO, but are rarely used to optimize polyhedral functions, such as those arising from Lagrangean relaxation of combinatorial optimization problems. Here we provide an application oriented survey of bundle methods, and show that they can be build up from a limited set of basic concepts and tools.File in questo prodotto:
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