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Target radius methods for nonsmooth convex optimization. (English) Zbl 1409.90139

Summary: We consider the target radius method of A. Ouorou [Math. Program. 119, No. 2 (A), 239–271 (2009; Zbl 1173.90009)] and propose some extensions to handle particular classes of (a) nonsmooth convex (nonlinearly) constrained optimization problems; (b) bilevel optimization problems. The given approaches generalize the well-known level bundle methods, and one of the new algorithms possesses (nearly) dimension-independent iteration complexity.

MSC:

90C25 Convex programming
90C56 Derivative-free methods and methods using generalized derivatives

Citations:

Zbl 1173.90009
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References:

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