A multi-step curve search algorithm in nonlinear optimization: nondifferentiable convex case (Q2853249)
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scientific article; zbMATH DE number 6217198
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| English | A multi-step curve search algorithm in nonlinear optimization: nondifferentiable convex case |
scientific article; zbMATH DE number 6217198 |
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18 October 2013
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Moreau-Yosida regularization
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unconstrained non-smooth convex optimization
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second-order Dini upper directional derivative
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multi-step algorithm
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nondifferentiable function
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curve search
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convergence
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A multi-step curve search algorithm in nonlinear optimization: nondifferentiable convex case (English)
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A multi-step algorithm for the minimization of a nondifferentiable function is presented. The method uses previous multi-step iterative information and curve search to generate new iterative points. The function under consideration is assumed to be convex with a nonempty set of minima. The algorithm uses the second-order Dini upper directional derivative. An estimate of the rate of convergence is given.
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0.8539177775382996
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0.8460860252380371
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0.8163944482803345
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