Search results for "Bundle methods"
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On the methods of nonsmooth optimization
2005
In this paper we shall give a short derivation of the most promising methods in nonsmooth optimization, namely bundle methods. We introduce the basic bundle idea due to Lemarechal and several modifications by Kiwiel, Schramm and Zowe. To the end we shall give some numerical results comparing the efficience of these methods. As test problems we have used well-known test problems from litterature and in addition we shall give some contributions to nonsmooth optimal control problems.
NIMBUS — Interactive Method for Nondifferentiable Multiobjective Optimization Problems
1996
An interactive method, NIMBUS, for nondifferentiable multiobjective optimization problems is introduced. We assume that every objective function is to be minimized The idea of NIMBUS is that the decision maker can easily indicate what kind of improvements are desired and what kind of impairments are tolerable at the point considered.