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Proximal-Accpm : a versatile oracle based optimization method

Collection
  • Cahiers de recherche; 2004.15
Publication date2004
Abstract

Oracle Based Optimization (OBO) conveniently designates an approach to handle a class of convex optimization problems in which the information pertaining to the function to be minimized and/or to the feasible set takes the form of a linear outer approximation revealed by an oracle. We show, through three representative examples, how difficult problems can be cast in this format, and solved. We present an efficient method, Proximal-ACCPM, to trigger the OBO approach and give a snapshot on numerical results. This paper summarizes several contributions with the OBO approach and aims to give, in a single report, enough information on the method and its implementation to facilitate new applications.

Keywords
  • Non-differentiable optimization
  • Cutting plane methods
  • Interior-point methods
  • Proximal-ACCPM
  • Multicommodity flow
  • P-median
  • Integrated assessment models
Citation (ISO format)
BABONNEAU, Frédéric et al. Proximal-Accpm : a versatile oracle based optimization method. 2004
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  • PID : unige:5767
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Technical informations

Creation2010/04/15 12:19:55
First validation2010/04/15 12:19:55
Update time2023/03/14 15:26:30
Status update2023/03/14 15:26:30
Last indexation2024/01/15 19:43:10
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