Globally convergent BFGS method for nonsmooth convex optimization

DOI10.1023/A:1004633524446zbMath0986.90076OpenAlexW1975020886MaRDI QIDQ1573986

A. I. Rauf, Masao Fukushima

Publication date: 17 June 2002

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

Full work available at URL: https://doi.org/10.1023/a:1004633524446

zbMATH Keywords

BFGS methodMoreau-Yosida regularizationnonsmooth convex optimization

Mathematics Subject Classification ID

Convex programming (90C25) Methods of quasi-Newton type (90C53)

Related Items (16)

Tuning strategy for the proximity parameter in convex minimization ⋮ Constructing a sequence of discrete Hessian matrices of an \(SC^{1}\) function uniformly convergent to the generalized Hessian matrix ⋮ An ODE-like nonmonotone method for nonsmooth convex optimization ⋮ A bundle modification strategy for convex minimization ⋮ A quasi-Newton bundle method based on approximate subgradients ⋮ An approximate quasi-Newton bundle-type method for nonsmooth optimization ⋮ Nonsmooth optimization via quasi-Newton methods ⋮ An efficient conjugate gradient method with strong convergence properties for non-smooth optimization ⋮ Conjugate gradient type methods for the nondifferentiable convex minimization ⋮ A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization ⋮ Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing ⋮ An effective adaptive trust region algorithm for nonsmooth minimization ⋮ Essentials of numerical nonsmooth optimization ⋮ A \(\mathcal{VU}\)-algorithm for convex minimization ⋮ Essentials of numerical nonsmooth optimization ⋮ A memory gradient method for non-smooth convex optimization

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