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
] add BundleMethod
Please see examples in ./examples.
@misc{BundleMethod.jl.0.4.0,
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 = {0.4.0},
publisher = {Zenodo},
url = {https://doi.org/10.5281/zenodo.4574897}
}
This material is based upon work supported by the U.S. Department of Energy, Office of Science, under contract number DE-AC02-06CH11357.