A descent algorithm for nonsmooth convex optimization

DOI10.1007/BF02591883zbMath0545.90082OpenAlexW2095191675MaRDI QIDQ3337229

Publication date: 1984

Published in: Mathematical Programming (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02591883

zbMATH Keywords

cutting planes computational experience convergence theorem nonsmooth convex optimization descent algorithm epsilon-subgradient algorithm

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of successive quadratic programming type (90C55)

Related Items

An efficient preprocessing procedure for the multidimensional 0-1 knapsack problem, A method for nonsmooth optimization problems, Tuning strategy for the proximity parameter in convex minimization, A surrogate heuristic for set covering problems, Penalty-proximal methods in convex programming, DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS, A class of convergent primal-dual subgradient algorithms for decomposable convex programs, Variable metric bundle methods: From conceptual to implementable forms, A preconditioning proximal Newton method for nondifferentiable convex optimization, An ODE-like nonmonotone method for nonsmooth convex optimization, A bundle modification strategy for convex minimization, Multivariate spectral gradient algorithm for nonsmooth convex optimization problems, A quasi-second-order proximal bundle algorithm, A quasi-Newton bundle method based on approximate subgradients, An approximate quasi-Newton bundle-type method for nonsmooth optimization, A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems, A descent method with linear programming subproblems for nondifferentiable convex optimization, An efficient conjugate gradient method with strong convergence properties for non-smooth optimization, Proximal bundle methods based on approximate subgradients for solving Lagrangian duals of minimax fractional programs, Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization, Conjugate gradient type methods for the nondifferentiable convex minimization, Minimizing oracle-structured composite functions, A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization, A partially inexact bundle method for convex semi-infinite minmax problems, Proximity control in bundle methods for convex nondifferentiable minimization, A modified conjugate gradient method for general convex functions, A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization, A successive quadratic programming method for a class of constrained nonsmooth optimization problems, Proximal bundle algorithms for nonlinearly constrained convex minimax fractional programs, A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization, Combined branch-and-bound and cutting plane methods for solving a class of nonlinear programming problems, Two-stage robust LP with ellipsoidal right-hand side uncertainty is NP-hard, Cutting plane algorithms and approximate lower subdifferentiability, Minimizing and stationary sequences of convex constrained minimization problems, An effective adaptive trust region algorithm for nonsmooth minimization, Essentials of numerical nonsmooth optimization, A family of variable metric proximal methods, Convergence analysis of some methods for minimizing a nonsmooth convex function, Duality Results and Dual Bundle Methods Based on the Dual Method of Centers for Minimax Fractional Programs, Globally convergent BFGS method for nonsmooth convex optimization, A \(\mathcal{VU}\)-algorithm for convex minimization, Essentials of numerical nonsmooth optimization, Implementation of a proximal algorithm for linearly constrained nonsmooth optimization problems and computational results, Descent algorithm for a class of convex nondifferentiable functions, Nonmonotone bundle-type scheme for convex nonsmooth minimization, Convergence of some algorithms for convex minimization, A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations

Cites Work