Mathematical Programming

, Volume 69, Issue 1–3, pp 111–147 | Cite as

New variants of bundle methods

  • Claude Lemaréchal
  • Arkadii Nemirovskii
  • Yurii Nesterov


In this paper we describe a number of new variants of bundle methods for nonsmooth unconstrained and constrained convex optimization, convex—concave games and variational inequalities. We outline the ideas underlying these methods and present rate-of-convergence estimates.


Nonsmooth convex optimization Bundle methods 


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Copyright information

© The Mathematical Programming Society, Inc. 1995

Authors and Affiliations

  • Claude Lemaréchal
    • 1
  • Arkadii Nemirovskii
    • 2
  • Yurii Nesterov
    • 2
  1. 1.Institut National de Recherche en Informatique et en AutomatiqueLe ChesnayFrance
  2. 2.Central Economical and Mathematical InstituteMoscowRussia

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