A method for minimizing the sum of a convex function and a continuously differentiable function

DOI10.1007/BF00940570zbMath0562.90073OpenAlexW2021147027MaRDI QIDQ1057185

Krzysztof C. Kiwiel

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1007/bf00940570

zbMATH Keywords

global convergencenonsmooth optimizationdescent methodstationary pointsnondifferentiable programmingquadratic programming subproblemssum of a possibly nonsmooth convex function and a continuously differentiable function

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)

Related Items (10)

An alternating linearization bundle method for a class of nonconvex nonsmooth optimization problems ⋮ A method of linearizations for linearly constrained nonconvex nonsmooth minimization ⋮ A minimizing algorithm for complex nonconvex nondifferentiable functions ⋮ A parallel descent algorithm for convex programming ⋮ A proximal alternating linearization method for nonconvex optimization problems ⋮ A successive quadratic programming method for a class of constrained nonsmooth optimization problems ⋮ 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

Cites Work

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• Exact penalty functions in nonlinear programming
• A generalized proximal point algorithm for certain non-convex minimization problems
• A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
• On the Extension of Constrained Optimization Algorithms from Differentiable to Nondifferentiable Problems
• Generalized Gradients and Applications
• Semismooth and Semiconvex Functions in Constrained Optimization
• An Algorithm for Constrained Optimization with Semismooth Functions
• A New Approach to Lagrange Multipliers

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