• Home
  1. Home
  2. Proximal-Accpm : a versatile oracle based optimization method
Report
OA Policy
English

Proximal-Accpm : a versatile oracle based optimization method

Contributors

Babonneau, Frédéric; Beltran, C.; Haurie, Alain; Tadonki, Claude; Vial, Jean-Philippe

Collection

  • Cahiers de recherche; 2004.15

Publication date

2004

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

UNIGE affiliation entities

Citation (ISO format)

BABONNEAU, Frédéric et al. Proximal-Accpm : a versatile oracle based optimization method. 2004

Main files (1)

Report

Identifiers

  • PID : unige:5767
633views
773downloads

Technical informations

Creation

15/04/2010 12:19:55

First validation

15/04/2010 12:19:55

Update

14/03/2023 15:26:30

Status update

14/03/2023 15:26:30

Last indexation

29/10/2024 14:22:28
All rights reserved by Archive ouverte UNIGE and the University of Geneva
OpenAIRE Indexed & Validated