Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization

DOI10.1023/A:1011990503369zbMath1029.90060OpenAlexW1511261802MaRDI QIDQ5956437

Jan Vlček, Ladislav Lukšan

Publication date: 18 March 2003

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1011990503369

zbMATH Keywords

global convergencevariable metric method

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)

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Uses Software

• PNEW

Cites Work

• Unnamed Item
• A bundle-Newton method for nonsmooth unconstrained minimization
• Computational experience with known variable metric updates
• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• Methods of descent for nondifferentiable optimization
• An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
• Optimization and nonsmooth analysis
• A method of linearizations for linearly constrained nonconvex nonsmooth minimization
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results

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