A filter-variable-metric method for nonsmooth convex constrained optimization (Q1004165)
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scientific article; zbMATH DE number 5522163
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| English | A filter-variable-metric method for nonsmooth convex constrained optimization |
scientific article; zbMATH DE number 5522163 |
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A filter-variable-metric method for nonsmooth convex constrained optimization (English)
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2 March 2009
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The authors propose a filter-variable-metric algorithm for solving nonsmooth convex constrained problems, which combines the ideas of the variable metric methods with the filter strategy for evaluating candidate points. The global convergence under certain assumption of the proposed algorithm is established. The implementation of the algorithm is discussed and some numerical results are reported.
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constrained optimization
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nonsmooth optimization
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convex optimization
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variable metric method
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filter method
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global convergence
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algorithm
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numerical results
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0.9355915784835817
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0.8734477162361145
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0.8603618741035461
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0.8259567022323608
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