Convergence analysis of an infeasible quasi-Newton bundle method for nonsmooth convex programming

MaRDI QIDQ2823458zbMATH OpenFDO

Authors Jie Shen, Fangfang Guo, Li-Ping Pang

Publication date 6 October 2016

Published in Advances in Mathematics (Beijing) (Search for Journal in Brave)

zbMATH Keywords

bundle methodconvex constraintimprovement functionnonsmooth optimizationquasi-Newton direction

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of quasi-Newton type (90C53)

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Cited in

(2)

• An approximate quasi-Newton bundle-type method for nonsmooth optimization
• A bundle-type quasi-Newton method for nonconvex nonsmooth optimization

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