A quasi-Newton bundle method based on approximate subgradients (Q874359): Difference between revisions

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Latest revision as of 08:33, 30 July 2024

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A quasi-Newton bundle method based on approximate subgradients
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    A quasi-Newton bundle method based on approximate subgradients (English)
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    5 April 2007
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    The authors offer an implementable method for nonsmooth convex optimization problems. They combine the so-called Moreau-Yosida regularization, bundle and quasi-Newton ideas. Under some additional assumptions, the convergence of the method is also shown. Related works on this subject are due to M. Ducushima and L. Qi, J. B. Hiriart-Urruty and C. Lemarechal, R. Mifflin and D. Sun, etc.
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    nonsmooth convex optimization
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    quasi-Newton method
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