A minimization method for the sum of a convex function and a continuously differentiable function
From MaRDI portal
Publication:1134011
DOI10.1007/BF00935173zbMath0422.90070OpenAlexW2053386824MaRDI QIDQ1134011
Publication date: 1981
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf00935173
convergence analysiscritical pointsdescent methodsubgradientsnonconvex nondifferentiable optimization problems
Related Items
An alternating linearization bundle method for a class of nonconvex nonsmooth optimization problems, Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes, \(l_1\)-\(l_2\) regularization of split feasibility problems, A parallel descent algorithm for convex programming, A proximal alternating linearization method for nonconvex optimization problems, Inexact partial linearization methods for network equilibrium problems, A New Boosted Proximal Point Algorithm for Minimizing Nonsmooth DC Functions, Combined methods for dynamic spatial auction market models, An adaptive partial linearization method for optimization problems on product sets, The boosted DC algorithm for linearly constrained DC programming, Affine Invariant Convergence Rates of the Conditional Gradient Method, Short paper -- A note on the Frank-Wolfe algorithm for a class of nonconvex and nonsmooth optimization problems, Composite Convex Minimization Involving Self-concordant-Like Cost Functions, A successive quadratic programming method for a class of constrained nonsmooth optimization problems, Accelerating the DC algorithm for smooth functions, A coordinate gradient descent method for nonsmooth separable minimization, An introduction to continuous optimization for imaging, A proximal-point SQP trust region method for solving some special class of nonlinear semi-definite programming problems, A sequential partial linearization algorithm for the symmetric eigenvalue complementarity problem, Stochastic proximal quasi-Newton methods for non-convex composite optimization, Block-coordinate gradient descent method for linearly constrained nonsmooth separable optimization, The Boosted Difference of Convex Functions Algorithm for Nonsmooth Functions, Make \(\ell_1\) regularization effective in training sparse CNN, Hybrid methods for network equilibrium problems, A method for minimizing the sum of a convex function and a continuously differentiable function, Efficient Boosted DC Algorithm for Nonconvex Image Restoration with Rician Noise, Partial linearization methods in nonlinear programming, Nomonotone spectral gradient method for sparse recovery, Submonotone mappings and the proximal point algorithm
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Generalized Gradients and Applications
- Necessary and sufficient conditions for a penalty method to be exact
- Semismooth and Semiconvex Functions in Constrained Optimization
- Optimization of lipschitz continuous functions
- An Algorithm for Constrained Optimization with Semismooth Functions
- A New Approach to Lagrange Multipliers
- Non-Linear Programming Via Penalty Functions
- An Exact Potential Method for Constrained Maxima
- Convex Analysis
- Minimization of unsmooth functionals
- New Conditions for Exactness of a Simple Penalty Function
- Constrained Optimization Using a Nondifferentiable Penalty Function
- Exact penalty functions in nonlinear programming
- Sufficient conditions for extremum, penalty functions and regularity
