A quasi-Newton bundle method based on approximate subgradients (Q874359)
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scientific article; zbMATH DE number 5140502
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| English | A quasi-Newton bundle method based on approximate subgradients |
scientific article; zbMATH DE number 5140502 |
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A quasi-Newton bundle method based on approximate subgradients (English)
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5 April 2007
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The authors offer an implementable method for nonsmooth convex optimization problems. They combine the so-called Moreau-Yosida regularization, bundle and quasi-Newton ideas. Under some additional assumptions, the convergence of the method is also shown. Related works on this subject are due to M. Ducushima and L. Qi, J. B. Hiriart-Urruty and C. Lemarechal, R. Mifflin and D. Sun, etc.
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nonsmooth convex optimization
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quasi-Newton method
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0.9393689036369324
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0.8722104430198669
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0.8570497035980225
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0.8435109257698059
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0.8389492630958557
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