A method for minimizing the sum of a convex function and a continuously differentiable function (Q1057185): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 02:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A method for minimizing the sum of a convex function and a continuously differentiable function |
scientific article |
Statements
A method for minimizing the sum of a convex function and a continuously differentiable function (English)
0 references
1986
0 references
This paper presents a method for minimizing the sum of a possibly nonsmooth convex function and a continuously differentiable function. As in the convex case developed by the author, the algorithm is a descent method which generates successive search directions by solving quadratic programming subproblems. An inexact line search ensures global convergence of the method to stationary points.
0 references
nonsmooth optimization
0 references
nondifferentiable programming
0 references
sum of a possibly nonsmooth convex function and a continuously differentiable function
0 references
descent method
0 references
quadratic programming subproblems
0 references
global convergence
0 references
stationary points
0 references
