A variable metric method for nonsmooth convex constrained optimization

DOI10.1016/J.AMC.2006.05.132MaRDI QIDQ865537zbMATH OpenOpenAlexFDO

Authors Y. Peng, Zhenhai Liu

Publication date 19 February 2007

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2006.05.132

zbMATH Keywords

mathematical programmingconstrained optimizationglobal convergencenonsmooth convex optimizationmethods of successive quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of successive quadratic programming type (90C55)

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Cites work

• scientific article; zbMATH DE number 53965 (Why is no real title available?)
• A Nonlinear Analytic Center Cutting Plane Method for a Class of Convex Programming Problems
• A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
• A constraint linearization method for nondifferentiable convex minimization
• A cutting plane algorithm for convex programming that uses analytic centers
• An Algorithm for Constrained Optimization with Semismooth Functions
• An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
• An Exact Penalty Function Algorithm for Non-smooth Convex Constrained Minimization Problems
• An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter
• Efficiency of the Analytic Center Cutting Plane Method for Convex Minimization
• Exact penalty functions in proximal bundle methods for constrained convex nondifferentiable minimization
• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• Nonlinear programming without a penalty function.
• Proximity control in bundle methods for convex nondifferentiable minimization
• Test examples for nonlinear programming codes

Cited in

(27)

• A self-correcting variable-metric algorithm framework for nonsmooth optimization
• scientific article; zbMATH DE number 4011810 (Why is no real title available?)
• scientific article; zbMATH DE number 1293853 (Why is no real title available?)
• scientific article; zbMATH DE number 1150371 (Why is no real title available?)
• scientific article; zbMATH DE number 4162675 (Why is no real title available?)
• Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization
• Variable metrid method for minimization of partially separable nonsmooth functions
• scientific article; zbMATH DE number 4156217 (Why is no real title available?)
• A globally convergent trust region multidimensional filter SQP algorithm for nonlinear programming
• Numerical infinitesimals in a variable metric method for convex nonsmooth optimization
• Variable metric forward-backward algorithm for minimizing the sum of a differentiable function and a convex function
• Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• The CoMirror algorithm for solving nonsmooth constrained convex problems
• Variable Metric Forward-Backward Algorithm for Composite Minimization Problems
• scientific article; zbMATH DE number 4180681 (Why is no real title available?)
• Inexact variable metric method for convex-constrained optimization problems
• Interior proximal bundle algorithm with variable metric for nonsmooth convex symmetric cone programming
• A superlinear space decomposition algorithm for constrained nonsmooth convex program
• Nonsmoothness and a variable metric method
• Variable metric inexact line-search-based methods for nonsmooth optimization
• Feasible methods for nonconvex nonsmooth problems with applications in green communications
• A filter-variable-metric method for nonsmooth convex constrained optimization
• scientific article; zbMATH DE number 3924531 (Why is no real title available?)
• Variable metric primal-dual method for convex optimization problems with changing constraints
• scientific article; zbMATH DE number 3852805 (Why is no real title available?)
• Linearly constrained nonsmooth and nonconvex minimization

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