A filter-variable-metric method for nonsmooth convex constrained optimization
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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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Cites work
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- Efficiency of the Analytic Center Cutting Plane Method for Convex Minimization
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- scientific article; zbMATH DE number 53965 (Why is no real title available?)
- Nonlinear programming without a penalty function.
- On the Global Convergence of a Filter--SQP Algorithm
- Proximity control in bundle methods for convex nondifferentiable minimization
- Test examples for nonlinear programming codes
Cited in
(9)- A nonsmooth optimization problem in envelope constrained filtering
- A filter proximal bundle method for nonsmooth nonconvex constrained optimization
- Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
- A Class of Nonconvex Penalties Preserving Overall Convexity in Optimization-Based Mean Filtering
- A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization
- On constrained optimization by interval arithmetic and interval order relations
- Ergodic, primal convergence in dual subgradient schemes for convex programming. II: The case of inconsistent primal problems
- A variable metric method for nonsmooth convex constrained optimization
- A bundle-filter method for nonsmooth convex constrained optimization
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