Variable-metric technique for the solution of affinely parametrized nondifferentiable optimal design problems

DOI10.1007/BF00940928zbMath0682.90080MaRDI QIDQ1824569

E. J. Wiest, Elijah Polak

Publication date: 1990

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

zbMATH Keywords

rate of convergencenonsmooth optimizationconditioningscalingcomposite functionsill-conditioned minimax problemsoptimal feedback system designvariable metric technique

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Stabilization of systems by feedback (93D15) Optimality conditions for minimax problems (49K35) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Miscellaneous topics in calculus of variations and optimal control (49N99)

Uses Software

• LSSOL

Cites Work

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• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• A Dual Method for Certain Positive Semidefinite Quadratic Programming Problems
• On the design of linear multivariable feedback systems via constrained nondifferentiable optimization in H/sup infinity / spaces
• Variable metric methods for minimizing a class of nondifferentiable functions
• A surperlinearly convergent algorithm for constrained optimization problems
• Quasi-Newton Methods, Motivation and Theory
• Simplicial decomposition in nonlinear programming algorithms

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