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Survey of bundle methods for nonsmooth optimization. (English) Zbl 1050.90027
Summary: Bundle methods are at the moment the most efficient and promising methods for nonsmooth optimization. They have been successfully used in many practical applications, for example, in economics, mechanics, engineering and optimal control. The aim of this paper is to give an overview on development and history of the bundle methods from the seventies to the present. For simplicity, we first concentrate on the convex unconstrained case with a single objective function. The methods are later extended to nonconvex, constrained and multicriteria cases.

MSC:
90C30 Nonlinear programming
49J52 Nonsmooth analysis
90-02 Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming
Software:
NIMBUS
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