On superlinear convergence in univariate nonsmooth minimization (Q2640452)
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English | On superlinear convergence in univariate nonsmooth minimization |
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On superlinear convergence in univariate nonsmooth minimization (English)
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1990
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\textit{C. Lemaréchal} and the author [Math. Program. 24, 241-256 (1982; Zbl 0505.90064)] gave an algorithm for minimizing a convex function of a single variable. The author [ibid. 28, 50-71 (1984; Zbl 0528.49024)] modified the algorithm to the case of the minimization of a univariate locally Lipschitz function. In the present note, the author proves a one- sided superlinear convergence result for this new algorithm.
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nonsmooth optimization
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univariate locally Lipschitz function
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one-sided superlinear convergence result
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