A quasi-Newton method for unconstrained non-smooth problems

DOI10.1080/00207160.2014.990896MaRDI QIDQ2804871zbMATH OpenOpenAlexFDO

Authors Gianfranco Corradi

Publication date 6 May 2016

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2014.990896

zbMATH Keywords

convergencealgorithmnumerical resultunconstrained optimizationvariational inequalityquasi-Newton methodnon-differentiable problems

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Methods of quasi-Newton type (90C53) Variational inequalities (49J40) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

• A method for non-differentiable optimization problems
• A variational method for unconstrained optimization problems
• Finite-Dimensional Variational Inequalities and Complementarity Problems
• Finite-dimensional variational inequality and nonlinear complementarity problems: A survey of theory, algorithms and applications
• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• Gradient projection methods for quadratic programs and applications in training support vector machines
• Methods of descent for nondifferentiable optimization
• Network economics. A variational inequality approach.
• Proximity control in bundle methods for convex nondifferentiable minimization
• Variable metric bundle methods: From conceptual to implementable forms

Cited in

(15)

• Quasi-Newton methods for solving nonlinear programming problems
• scientific article; zbMATH DE number 4128317 (Why is no real title available?)
• New quasi-Newton equation and related methods for unconstrained optimization
• New algorithms for solving unconstrained optimization problems based on the generalized Newton method involving simple quadrature rules
• A method for non-differentiable optimization problems
• scientific article; zbMATH DE number 1461863 (Why is no real title available?)
• A method for nonsmooth optimization problems
• Globally convergent ball Newton method and its extension to non-smooth unconstrained optimization problems
• scientific article; zbMATH DE number 6961995 (Why is no real title available?)
• A quasi-Newton method using a nonquadratic model
• A parameterized Newton method and a quasi-Newton method for nonsmooth equations
• A smooth method for solving non-smooth unconstrained optimization problems
• A direct search quasi-Newton method for nonsmooth unconstrained optimization
• Some quadrature-based versions of the generalized Newton method for solving unconstrained optimization problems
• A quasi-Newton method with sparse triple factorization for unconstrained minimization

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