A quasi-second-order proximal bundle algorithm

DOI10.1007/BF02592098zbMath0848.90100MaRDI QIDQ1915808

Robert Mifflin

Publication date: 1 July 1996

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

zbMATH Keywords

global convergencequasi-Newton updatesconvex minimizationbundle methodsproximal point algorithmvariable metric algorithms

Mathematics Subject Classification ID

Convex programming (90C25)

Related Items (23)

Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization ⋮ Variable metric bundle methods: From conceptual to implementable forms ⋮ A preconditioning proximal Newton method for nondifferentiable convex optimization ⋮ An ODE-like nonmonotone method for nonsmooth convex optimization ⋮ The developments of proximal point algorithms ⋮ A bundle modification strategy for convex minimization ⋮ Fast Moreau envelope computation I: Numerical algorithms ⋮ An approximate quasi-Newton bundle-type method for nonsmooth optimization ⋮ Solving generation expansion planning problems with environmental constraints by a bundle method ⋮ Conjugate gradient type methods for the nondifferentiable convex minimization ⋮ Role of subgradients in variational analysis of polyhedral functions ⋮ Minimizing oracle-structured composite functions ⋮ A proximal bundle method for constrained nonsmooth nonconvex optimization with inexact information ⋮ A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization ⋮ Bundle Method for Non-Convex Minimization with Inexact Subgradients and Function Values ⋮ Essentials of numerical nonsmooth optimization ⋮ A family of variable metric proximal methods ⋮ Convergence analysis of some methods for minimizing a nonsmooth convex function ⋮ An Inexact Variable Metric Proximal Point Algorithm for Generic Quasi-Newton Acceleration ⋮ Globally convergent BFGS method for nonsmooth convex optimization ⋮ A \(\mathcal{VU}\)-algorithm for convex minimization ⋮ Essentials of numerical nonsmooth optimization ⋮ Aggregate codifferential method for nonsmooth DC optimization

Cites Work

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• Proximity control in bundle methods for convex nondifferentiable minimization
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• A nonsmooth version of Newton's method
• On superlinear convergence in univariate nonsmooth minimization
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• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• Quasi-Newton Methods, Motivation and Theory
• Monotone Operators and the Proximal Point Algorithm
• Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming
• A Theoretical and Experimental Study of the Symmetric Rank-One Update
• Numerical methods for nondifferentiable convex optimization
• Global and superlinear convergence of an algorithm for one-dimensional minimization of convex functions
• Functional Analysis
• Convex Analysis

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