Analysis of limited-memory BFGS on a class of nonsmooth convex functions

DOI10.1093/imanum/drz052zbMath1464.65060arXiv1810.00292OpenAlexW3000550340WikidataQ126342881 ScholiaQ126342881MaRDI QIDQ4964078

Michael L. Overton, Azam Asl

Publication date: 24 February 2021

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.00292

zbMATH Keywords

unconstrained optimizationnonsmooth optimizationconvex optimizationlimited memory methodBFGS

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10)

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