Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization

DOI10.1137/S1052623496303329zbMath0927.65074OpenAlexW2080297732MaRDI QIDQ4389206

Liqun Qi, Robert Mifflin, Defeng Sun

Publication date: 12 May 1998

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623496303329

zbMATH Keywords

superlinear convergencequasi-Newton methodMoreau-Yosida regularizationbundle methodnondifferentiable convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of quasi-Newton type (90C53) Convex functions and convex programs in convex geometry (52A41)

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