A model algorithm for composite nondifferentiable optimization problems
From MaRDI portal
Publication:3936513
DOI10.1007/BFb0120959zbMath0478.90063OpenAlexW170686111MaRDI QIDQ3936513
Publication date: 1982
Published in: Mathematical Programming Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bfb0120959
global convergenceapproximationcomposite functionsbasic algorithmsecond order rate of convergencecomposite nondifferentiable optimization problems
Related Items (56)
A nonmonotonic hybrid algorithm for min-max problem ⋮ Conditions for convergence of trust region algorithms for nonsmooth optimization ⋮ A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ On the superlinear convergence of a trust region algorithm for nonsmooth optimization ⋮ A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions ⋮ Descent methods for composite nondifferentiable optimization problems ⋮ Corrected sequential linear programming for sparse minimax optimization ⋮ Nonmonotone trust region method for solving optimization problems ⋮ A trust region algorithm for nonsmooth optimization ⋮ A unified approach to global convergence of trust region methods for nonsmooth optimization ⋮ A new trust region method for nonsmooth nonconvex optimization ⋮ Use of exact penalty functions to determine efficient decisions ⋮ Manifold Sampling for Optimization of Nonconvex Functions That Are Piecewise Linear Compositions of Smooth Components ⋮ Iteration functions in some nonsmooth optimization algorithms ⋮ Stochastic Methods for Composite and Weakly Convex Optimization Problems ⋮ Algorithms with adaptive smoothing for finite minimax problems ⋮ Discontinuous piecewise linear optimization ⋮ A trust-region-based BFGS method with line search technique for symmetric nonlinear equations ⋮ An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming ⋮ Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization ⋮ The multiproximal linearization method for convex composite problems ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ Efficiency of higher-order algorithms for minimizing composite functions ⋮ Consistent approximations in composite optimization ⋮ A proximal trust-region method for nonsmooth optimization with inexact function and gradient evaluations ⋮ Nonmonotone algorithm for minimax optimization problems ⋮ Second order necessary and sufficient conditions for convex composite NDO ⋮ Relax-and-split method for nonconvex inverse problems ⋮ Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria ⋮ An adaptive nonmonotone trust-region method with curvilinear search for minimax problem ⋮ On the convergence and worst-case complexity of trust-region and regularization methods for unconstrained optimization ⋮ The solution of euclidean norm trust region SQP subproblems via second-order cone programs: an overview and elementary introduction ⋮ Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions ⋮ The Sequential Quadratic Programming Method ⋮ Convex composite multi-objective nonsmooth programming ⋮ A smooth method for the finite minimax problem ⋮ A coordinate gradient descent method for nonsmooth separable minimization ⋮ A derivative-free trust-region algorithm for composite nonsmooth optimization ⋮ Superlinearly convergent algorithm for min-max problems ⋮ Error Bounds, Quadratic Growth, and Linear Convergence of Proximal Methods ⋮ Proximally Guided Stochastic Subgradient Method for Nonsmooth, Nonconvex Problems ⋮ Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence ⋮ A robust sequential quadratic programming method ⋮ Variable Metric Forward-Backward Algorithm for Composite Minimization Problems ⋮ Globally and superlinearly convergent trust-region algorithm for convex \(SC^ 1\)-minimization problems and its application to stochastic programs ⋮ Efficiency of minimizing compositions of convex functions and smooth maps ⋮ A new technique for inconsistent QP problems in the SQP method ⋮ Manifold Sampling for $\ell_1$ Nonconvex Optimization ⋮ An algorithm for composite nonsmooth optimization problems ⋮ Unnamed Item ⋮ A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems ⋮ A quadratic approximation method for minimizing a class of quasidifferentiable functions ⋮ A projected conjugate gradient method for sparse minimax problems ⋮ An iterative working-set method for large-scale nonconvex quadratic programming ⋮ Recent advances in trust region algorithms ⋮ Descent algorithm for a class of convex nondifferentiable functions
This page was built for publication: A model algorithm for composite nondifferentiable optimization problems