A quasi-Newton bundle method based on approximate subgradients (Q874359): Difference between revisions
From MaRDI portal
Set profile property. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Proximal quasi-Newton methods for nondifferentiable convex optimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Convergence of some algorithms for convex minimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A descent algorithm for nonsmooth convex optimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: A proximal bundle method based on approximate subgradients / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Globally convergent BFGS method for nonsmooth convex optimization / rank | |||
Normal rank | |||
Revision as of 15:51, 25 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A quasi-Newton bundle method based on approximate subgradients |
scientific article |
Statements
A quasi-Newton bundle method based on approximate subgradients (English)
0 references
5 April 2007
0 references
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.
0 references
nonsmooth convex optimization
0 references
quasi-Newton method
0 references
