An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization

DOI10.1137/0327039zbMath0694.65026OpenAlexW2035996851MaRDI QIDQ3470060

Krzysztof C. Kiwiel

Publication date: 1989

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00075968/file/RR-0586.pdf

zbMATH Keywords

nonsmooth optimizationiterationnumerical resultsellipsoid algorithmconvex programmingGlobal convergencebundle methodellipsoid trust region constraint

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25)

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A Trust-region Method for Nonsmooth Nonconvex Optimization ⋮ New limited memory bundle method for large-scale nonsmooth optimization ⋮ A variable metric method for nonsmooth convex constrained optimization ⋮ A descent method with linear programming subproblems for nondifferentiable convex optimization ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization ⋮ Derivative-free robust optimization by outer approximations ⋮ A filter-variable-metric method for nonsmooth convex constrained optimization ⋮ A method for convex black-box integer global optimization ⋮ Globally convergent variable metric method for convex nonsmooth unconstrained minimization ⋮ On the generalization of ECP and OA methods to nonsmooth convex MINLP problems ⋮ A bundle-Newton method for nonsmooth unconstrained minimization ⋮ Nonmonotone bundle-type scheme for convex nonsmooth minimization

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