BundleMethod.jl

Bundle Methods in Julia
Author kibaekkim
Popularity
5 Stars
Updated Last
3 Months Ago
Started In
February 2019

BundleMethod.jl

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This package provides a template for implementing bundle methods. The template is generic and does not assume any particular structure. Using the template, this pacakge implements

  • a proximal bundle method with linear constraints
  • a trust region method with linear constraints

Installation

] add BundleMethod

Examples

Please see examples in ./examples.

Citing this package

@misc{BundleMethod.jl.0.3.2,
  author       = {Kim, Kibaek and Zhang, Weiqi and Nakao, Hideaki and Schanen, Michel},
  title        = {{BundleMethod.jl: Implementation of Bundle Methods in Julia}},
  month        = Mar,
  year         = 2021,
  doi          = {10.5281/zenodo.4574897},
  version      = {0.3.2},
  publisher    = {Zenodo},
  url          = {https://doi.org/10.5281/zenodo.4574897}
}

Acknowledgements

This material is based upon work supported by the U.S. Department of Energy, Office of Science, under contract number DE-AC02-06CH11357.