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Proximal-Accpm : a versatile oracle based optimization method

Beltran, C.
Year 2004
Collection Cahiers de recherche; 2004.15
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 optimizationCutting plane methodsInterior-point methodsProximal-ACCPMMulticommodity flowP-medianIntegrated assessment models
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BABONNEAU, Frédéric et al. Proximal-Accpm : a versatile oracle based optimization method. 2004 https://archive-ouverte.unige.ch/unige:5767

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Deposited on : 2010-04-15

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