Nonsmooth Unconstrained Optimization via Limited Memory Bundle Method
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Updated
Mar 18, 2021 - Fortran
Nonsmooth Unconstrained Optimization via Limited Memory Bundle Method
Julia package interfacing the Fortran code MPBNGC.
A proximal bundle method for minimizing a sum of functions. Proximal steps for subfunctions are computed with a multi plane block coordinate Frank-Wolfe method.
Python implementation of a proximal bundle method for non-smooth convex optimization
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