A bundle-Newton method for nonsmooth unconstrained minimization
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Publication:1290669
DOI10.1007/BF02680566zbMath0920.90132MaRDI QIDQ1290669
Publication date: 3 June 1999
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
global convergencenumerical methodssuperlinear convergencenondifferentiable minimizationstationary pointsquadratic approximationbundle-Newton methodlocally Lipschitz problemnonsmooth unconstrained minimization
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Cites Work
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- Newton's method for convex programming and Tschebyscheff approximation
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- The Cutting-Plane Method for Solving Convex Programs
- An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
- Optimization and nonsmooth analysis
- A modification and an extension of Lemarechal’s algorithm for nonsmooth minimization
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
- Newton-type methods for unconstrained and linearly constrained optimization
- Restricted Step and Levenberg–Marquardt Techniques in Proximal Bundle Methods for Nonconvex Nondifferentiable Optimization
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