A modified BFGS bundle algorithm based on approximate subgradients

MaRDI QIDQ2868961zbMATH OpenFDO

Authors Qiang Guo, Jian-Guo Liu

Publication date 30 December 2013

Published in Journal of Applied Mathematics \& Informatics (Search for Journal in Brave)

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)

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(6)

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• A quasi-Newton bundle method based on approximate subgradients

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