An inexact algorithm for composite nondifferentiable optimization

DOI10.1007/BF01587090MaRDI QIDQ1823153zbMATH OpenOpenAlexFDO

Authors Stephen J. Wright

Publication date 1989

Published in Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01587090

zbMATH Keywords

convergence propertiessecond-order correctionscomposite non-smooth functionsFletcher's trust-region algorithminexact version

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Recommendations

• Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization
• A trust region algorithm for nonsmooth optimization
• Trust region algorithm for nonsmooth optimization
• scientific article; zbMATH DE number 1180444
• A nonmonotonic trust region method for composite nonsmooth optimization problems

Cites work

• scientific article; zbMATH DE number 3915531 (Why is no real title available?)
• scientific article; zbMATH DE number 3748332 (Why is no real title available?)
• scientific article; zbMATH DE number 1243473 (Why is no real title available?)
• An Example of Only Linear Convergence of Trust Region Algorithms for Non-smooth Optimization
• Concise representation of generalised gradients
• Conditions for convergence of trust region algorithms for nonsmooth optimization
• Inexact Newton Methods
• Iterative Methods for Large Convex Quadratic Programs: A Survey
• Local properties of algorithms for minimizing nonsmooth composite functions
• Local properties of inexact methods for minimizing nonsmooth composite functions
• On the Identification of Active Constraints
• On the superlinear convergence of a trust region algorithm for nonsmooth optimization
• Optimization and nonsmooth analysis
• Second order necessary and sufficient conditions for convex composite NDO

Cited in

(9)

• Local properties of inexact methods for minimizing nonsmooth composite functions
• Limiting behaviour of the generalized simplex gradient as the number of points tends to infinity on a fixed shape in \(\mathrm{IR}^n\)
• Unification of basic and composite nondifferentiable optimization
• scientific article; zbMATH DE number 653038 (Why is no real title available?)
• An algorithm for nondifferentiable optimization
• A trust region algorithm for constrained optimization
• Convergence criteria for generalized gradient methods of solving locally Lipschitz feasibility problems
• Intractability of approximate multi-dimensional nonlinear optimization on independence systems
• Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization

This page was built for publication: An inexact algorithm for composite nondifferentiable optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1823153)