Convergence Rates of Quasi-Newton Algorithms for Some Nonsmooth Optimization Problems

DOI10.1137/0323026MaRDI QIDQ3688119zbMATH OpenOpenAlexFDO

Authors Ekkehard W. Sachs

Publication date 1985

Published in SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/0323026

zbMATH Keywords

approximations of the derivativeBroyden updatesinexact step-size rulesnonsmooth optimizationquasi-Newton methodssuperlinear convergence rate

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

Recommendations

• On superlinear convergence of quasi-Newton methods for nonsmooth equations
• Quasi-newton methods for monlinear equations and unconstrained optimization problems
• Convergence of quasi-Newton matrices with modified symmetric rank 1 updates
• Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
• Nonsmooth optimization via quasi-Newton methods

Cited in

(16)

• Superlinear convergence of a trust region type successive linear programming method
• Mesh independence of Newton-like methods for infinite dimensional problems
• The convergence of quasi-Gauss-Newton methods for nonlinear problems
• A hybrid semismooth quasi-Newton method for nonsmooth optimal control with PDEs
• Rates of superlinear convergence for classical quasi-Newton methods
• On minimization of upper bound for the convergence rate of the QHSS iteration method
• Local convergence of quasi-Newton methods under metric regularity
• A hybrid semismooth quasi-Newton method for structured nonsmooth operator equations in Banach spaces
• Convergence Rate of an Optimization Algorithm for Minimizing Quadratic Functions with Separable Convex Constraints
• Broyden's method in Hilbert space
• Nonsmooth optimization via quasi-Newton methods
• The column-updating method for solving nonlinear equations in Hilbert space
• Rates of Convergence for Quasi-Additive Smooth Euclidean Functionals and Application to Combinatorial Optimization Problems
• Quasi-Newton methods for solving nonsmooth equations: generalized Dennis-Moré theorem and Broyden's update
• scientific article; zbMATH DE number 841056 (Why is no real title available?)
• Convergence properties of the Broyden-like method for mixed linear-nonlinear systems of equations

This page was built for publication: Convergence Rates of Quasi-Newton Algorithms for Some Nonsmooth Optimization Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3688119)