A feasible directions method for nonsmooth convex optimization

DOI10.1007/S00158-011-0634-YMaRDI QIDQ381628zbMATH OpenOpenAlexFDO

Authors José Herskovits, Wilhelm P. Freire, A. Canelas, Tanaka Fo Mario

Publication date 15 November 2013

Published in Structural and Multidisciplinary Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00158-011-0634-y

zbMATH Keywords

cutting planes methodfeasible direction interior point methodsnonsmooth optimizationunconstrained convex optimization

Mathematics Subject Classification ID

Convex programming (90C25) Interior-point methods (90C51) Derivative-free methods and methods using generalized derivatives (90C56)

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Cites work

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• On some fundamental properties of structural topology optimization problems
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• The Cutting-Plane Method for Solving Convex Programs

Cited in

(10)

• A generalization of the norm-relaxed method of feasible directions
• A hybrid epigraph directions method for nonsmooth and nonconvex constrained optimization via generalized augmented Lagrangian duality and a genetic algorithm
• A Barzilai and Borwein regularization feasible direction algorithm for convex nonlinear SOC programming with linear constraints
• scientific article; zbMATH DE number 4149475 (Why is no real title available?)
• A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
• Interior epigraph directions method for nonsmooth and nonconvex optimization via generalized augmented Lagrangian duality
• Direct search nonsmooth constrained optimization via rounded ℓ₁ penalty functions
• A feasible direction algorithm for nonlinear second-order cone programs
• Nonsmooth optimization by Lie bracket approximations into random directions
• The NFDA-nonsmooth feasible directions algorithm applied to constructing Pareto fronts of ridge and Lasso regressions

Describes a project that uses

Uses Software

• JDQR
• PLCP
• JDQZ

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