Globally convergent BFGS method for nonsmooth convex optimization
From MaRDI portal
Publication:1573986
DOI10.1023/A:1004633524446zbMath0986.90076MaRDI QIDQ1573986
Publication date: 17 June 2002
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Related Items
Constructing a sequence of discrete Hessian matrices of an \(SC^{1}\) function uniformly convergent to the generalized Hessian matrix, A bundle modification strategy for convex minimization, A quasi-Newton bundle method based on approximate subgradients, Tuning strategy for the proximity parameter in convex minimization, A \(\mathcal{VU}\)-algorithm for convex minimization
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Local convergence of quasi-Newton methods for B-differentiable equations
- Proximal quasi-Newton methods for nondifferentiable convex optimization
- Convergence of some algorithms for convex minimization
- Variable metric bundle methods: From conceptual to implementable forms
- A preconditioning proximal Newton method for nondifferentiable convex optimization
- On the superlinear convergence of the variable metric proximal point algorithm using Broyden and BFGS matrix secant updating
- A family of variable metric proximal methods
- A quasi-second-order proximal bundle algorithm
- A descent algorithm for nonsmooth convex optimization
- Local structure of feasible sets in nonlinear programming, Part III: Stability and sensitivity
- Global Convergence of a Cass of Quasi-Newton Methods on Convex Problems
- A Tool for the Analysis of Quasi-Newton Methods with Application to Unconstrained Minimization
- Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
- Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
- Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
- A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
- Numerical methods for nondifferentiable convex optimization