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Title: Convex Analysis and Minimization Algorithms II: Advanced Theory and Bundle Methods (Grundlehren Der Mathematischen Wissenschaften, Vol 306) by Jean-Baptiste Hiriart-Urruty, Claude Lemarechal ISBN: 0-387-56852-2 Publisher: Springer-Verlag Pub. Date: 01 December, 1993 Format: Hardcover Volumes: 1 List Price(USD): $115.00 |
Average Customer Rating: 5 (1 review)
Rating: 5
Summary: A good reference to the bundle method
Comment: Lemarechal and Kiwiel introduced the bundle method in the 80's as a means to optimise nonsmooth convex functions. Recently Christoph Helmberg developed a spectral bundle approach to solving semidefinite programs, by rewriting SDP's with a constant trace as eigenvalue optimisation problems. The Spectral bundle methods outperforms the traditional interior point approaches to SDP's as these methods are typically unable to handle large SDP's with a large number of constraints.
This book provides a detailed description of the bundle method for nondifferentiable optimisation. I am going to purchase a copy of this book (I already have volume one with me) and can only strongly recommend the book to anyone interested in nondifferentiable optimisation and semidefinite programming.
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