Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs

@article{Medhi1994BundlebasedDF,
  title={Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs},
  author={Deep Medhi},
  journal={Math. Program.},
  year={1994},
  volume={66},
  pages={79-101}
}
Robinson has proposed the bundle-based decomposition algorithm to solve a class of structured large-scale convex optimization problems. In this method, the original problem is transformed (by dualization) to an unconstrained nonsmooth concave optimization problem which is in turn solved by using a modified bundle method. In this paper, we give a posteriori… CONTINUE READING