Steplength algorithms for minimizing a class of nondifferentiable functions

DOI10.1007/BF02254861zbMath0445.65060OpenAlexW1513952733MaRDI QIDQ1145472

Michael L. Overton, Walter Murray

Publication date: 1979

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02254861

zbMATH Keywords

quadratic convergenceline searchnon- differentiable functionssteplength algorithmunivariate minimization algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Numerical computation of solutions to single equations (65H05)

Related Items (9)

Nonlinear programming via an exact penalty function: Global analysis ⋮ On superlinear convergence in univariate nonsmooth minimization ⋮ An efficient descent direction method with cutting planes ⋮ Steplength algorithms for minimizing a class of nondifferentiable functions ⋮ Aspects of mathematical modelling related to optimization ⋮ Discrete minimax problem: Algorithms and numerical comparisons ⋮ A quadratically convergent method for minimizing a sum of euclidean norms ⋮ Global and superlinear convergence of an algorithm for one-dimensional minimization of convex functions ⋮ An algorithm for composite nonsmooth optimization problems

Uses Software

• BRENT

Cites Work

• Steplength algorithms for minimizing a class of nondifferentiable functions
• A globally convergent method for nonlinear programming
• A Penalty Function Method Converging Directly to a Constrained Optimum
• An Efficient Method to Solve the Minimax Problem Directly
• The Design and Structure of a Fortran Program Library for Optimization
• An iterative method for locating turning points
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