What is the state of art c++ solvers for non-smooth (piecewise linear) convex optimizations (based on bundle method)? I know that piecewise linear objective can be converted to LP combined with constraint generation but the LP system requires exponentially many constraints and constraint generation algorithm still turns out to be exponential... Thank you very much.

asked 29 Nov '14, 01:49

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(01 Dec '14, 09:14) Austin Buchanan
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Asked: 29 Nov '14, 01:49

Seen: 564 times

Last updated: 01 Dec '14, 09:14

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