Proximal quasi-Newton methods for nondifferentiable convex optimization

DOI10.1007/S101070050059zbMATH Open0946.90111OpenAlexW2075146859MaRDI QIDQ1300271FDOQ1300271

Authors: Xiaojun Chen, Masao Fukushima 

Publication date: 25 October 2000

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s101070050059

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zbMATH Keywords

bundle methodsquasi-Newton methodcutting-plane methodproximal pointnondifferentiable convex optimization

Mathematics Subject Classification ID

Convex programming (90C25) Methods of quasi-Newton type (90C53)

Cited In (48)

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• An Asymptotically Superlinearly Convergent Semismooth Newton Augmented Lagrangian Method for Linear Programming
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• Survey of Bundle Methods for Nonsmooth Optimization
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• A quasi-Newton bundle method based on approximate subgradients
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• Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization
• On superlinear convergence of quasi-Newton methods for nonsmooth equations
• Essentials of numerical nonsmooth optimization
• A two-metric variable scaled forward-backward algorithm for \(\ell_0\) optimization problem and its applications
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• A generalized projection quasi-Newton method for nonlinear optimization problems
• A quasi-Newton approach to nonsmooth convex optimization problems in machine learning
• Analysis of the maximum magnification by the scaled memoryless DFP updating formula with application to compressive sensing
• A memory gradient method for non-smooth convex optimization
• An approximate proximal-extragradient type method for monotone variational inequalities
• A bundle modification strategy for convex minimization
• Quasi-Newton minimization for the \(p(x)\)-Laplacian problem
• An inexact proximal method for quasiconvex minimization
• Preconditioning of a generalized forward-backward splitting and application to optimization on graphs
• Variable metric forward-backward splitting with applications to monotone inclusions in duality
• On the resolution of the variational inequalities of the first and the second kind as equations obtained by explicit Moreau-Yosida regularizations
• Forward-backward quasi-Newton methods for nonsmooth optimization problems
• The indefinite proximal point algorithms for maximal monotone operators
• On the convergence of a multigrid method for Moreau-regularized variational inequalities of the second kind
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• An ODE-like nonmonotone method for nonsmooth convex optimization
• Globally tight bounds for almost differentiable functions over polytopes with application to tolerance analysis.
• Implementation of an oracle-structured bundle method for distributed optimization
• A method for convex minimization based on translated first-order approximations
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• Globally convergent BFGS method for nonsmooth convex optimization
• Comparison of two proximal point algorithms for monotone variational inequalities
• A \(\mathcal{VU}\)-algorithm for convex minimization
• Conjugate gradient type methods for the nondifferentiable convex minimization
• QPALM: a proximal augmented Lagrangian method for nonconvex quadratic programs
• A conjugate gradient sampling method for nonsmooth optimization
• A \(J\)-symmetric quasi-Newton method for minimax problems
• The developments of proximal point algorithms
• An efficient conjugate gradient method with strong convergence properties for non-smooth optimization
• A New Nonmonotone Linesearch SQP Algorithm for Unconstrained Minimax Problem
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• A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization
• An adaptive competitive penalty method for nonsmooth constrained optimization
• Essentials of numerical nonsmooth optimization
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