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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

Creation04/15/2010 12:19:55 PM
First validation04/15/2010 12:19:55 PM
Update time03/14/2023 3:26:30 PM
Status update03/14/2023 3:26:30 PM
Last indexation01/15/2024 7:43:10 PM
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