A successive quadratic programming method for a class of constrained nonsmooth optimization problems

DOI10.1007/BF01588789zbMath0735.90062OpenAlexW2049068112MaRDI QIDQ1174457

Masao Fukushima

Publication date: 25 June 1992

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01588789

zbMATH Keywords

line searchexact penalizationapproximating Kuhn-Tucker pointsconstrained nonsmooth optimizationiterative cutting-plane type approach

Mathematics Subject Classification ID

Convex programming (90C25) Nonlinear programming (90C30) Quadratic programming (90C20) Nonsmooth analysis (49J52) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

Related Items (5)

Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions ⋮ A coordinate gradient descent method for nonsmooth separable minimization ⋮ Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization ⋮ Partial linearization methods in nonlinear programming ⋮ Nomonotone spectral gradient method for sparse recovery

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