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LDGB

swMATH ID:	7134
Software Authors:	Haarala, M.; Miettinen, K.; M"akel"a, M.M.
Description:	New limited memory bundle method for large-scale nonsmooth optimization Many practical optimization problems involve nonsmooth (that is, not necessarily differentiable) functions of hundreds or thousands of variables. In such problems the direct application of smooth gradient-based methods may lead to a failure due to the nonsmooth nature of the problem. On the other hand, none of the current general nonsmooth optimization methods is efficient in large-scale settings. In this article we describe a new limited memory variable metric based bundle method for nonsmooth large-scale optimization. In addition, we introduce a new set of academic test problems for large-scale nonsmooth minimization. Finally, we give some encouraging results from numerical experiments using both academic and practical test problems.
Homepage:	http://napsu.karmitsa.fi/ldgbm/
Keywords:	nondifferentiable programming; large-scale optimization; bundle methods; variable metric methods; limited memory methods; test problems
Related Software:	GradSamp; PNEW; QSM; DGM; L-BFGS; PBNCGC; UFO; MPBNGC; SQPlab; PLCP; SolvOpt; NSO; LMBM; SCALCG; Matlab; CG_DESCENT; LBFGS-B; UCI-ml; PDCO; NDA
Cited in:	47 Documents
Further Publications:	http://napsu.karmitsa.fi/publications/

1 Publication describing the Software, including 1 Publication in zbMATH	Year
New limited memory bundle method for large-scale nonsmooth optimization. Zbl 1068.90101 Haarala, M.; Miettinen, K.; Mäkelä, M. M.	2004

all top 5

11	Mäkelä, Marko Mikael
10	Karmitsa, Napsu
9	Bagirov, Adil M.
4	Yuan, Gonglin
3	Joki, Kaisa
3	Maleknia, Morteza
3	Miettinen, Kaisa M.
3	Shamsi, Mostafa
3	Taheri, Sona
2	Abdollahi, Fahimeh
2	Curtis, Frank E.
2	Fatemi, Masoud
2	Mahdavi-Amiri, Nezam
2	Nobakhtian, Soghra
2	Shaeiri, M.
2	Ugon, Julien
2	Wei, Zengxin
1	Al Nuaimat, A.
1	Berahas, Albert S.
1	Burachik, Regina Sandra
1	Deb, Kalyanmoy
1	Dutta, Joydeep
1	Dvurechensky, Pavel E.
1	Fiege, Sabrina
1	Fissuh, Yemane Hailu
1	Freire, Wilhelm P.
1	Gasnikov, Aleksandr V.
1	Gaudioso, Manlio
1	Griewank, Andreas
1	Guminov, Sergey
1	Gupta, Shivam
1	Haarala, M.
1	Haarala, Napsu
1	Helou, Elias Salomão
1	Hu, Wujie
1	Karmitsa, N. M. S.
1	Kasimbeyli, Refail
1	Kaya, C. Yalçin
1	Keskar, Nitish Shirish
1	Larson, Jeffrey
1	Leyffer, Sven
1	Li, Guoyin
1	Li, Tingting
1	Li, Xiangrong
1	Li, Yong
1	Liu, Shuai
1	Long, Qiang
1	Maaranen, Heikki
1	Meng, Zehong
1	Monjezi, N. Hoseini
1	Nesterov, Yurii
1	Ou, Yigui
1	Palkar, Prashant
1	Que, Xiaocun
1	Ranjan, Bhoomija
1	Santos, Sandra Augusta
1	Simões, Lucas Eduardo Azevedo
1	Sultanova, Nargiz
1	Wächter, Andreas
1	Walther, Andrea
1	Wild, Stefan M.
1	Woldu, Tsegay Giday
1	Wu, Changzhi
1	Yalcin, Gulcin Dinc
1	Zhang, Haibin
1	Zhang, Xin
1	Zhou, Baoyu
1	Zhou, Xin

all top 5

7	Optimization Methods & Software
6	Journal of Optimization Theory and Applications
5	Journal of Global Optimization
4	Mathematical Programming. Series A. Series B
3	Optimization
3	Computational Optimization and Applications
2	Numerical Algorithms
2	European Journal of Operational Research
2	Journal of Inequalities and Applications
1	Computers & Mathematics with Applications
1	Applied Mathematics and Computation
1	Journal of Computational and Applied Mathematics
1	Computers & Operations Research
1	Annals of Operations Research
1	Journal of Applied Mathematics and Computing
1	4OR
1	Journal of Industrial and Management Optimization
1	Optimization Letters
1	Mathematical Programming Computation
1	Journal of Mathematical Modeling

all top 5

45	Operations research, mathematical programming (90-XX)
27	Numerical analysis (65-XX)
14	Calculus of variations and optimal control; optimization (49-XX)
2	Statistics (62-XX)
1	Computer science (68-XX)
1	Systems theory; control (93-XX)