An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization

DOI10.1137/0327039MaRDI QIDQ3470060zbMATH OpenOpenAlexFDO

Authors 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

bundle methodconvex programmingellipsoid algorithmellipsoid trust region constraintGlobal convergenceiterationnonsmooth optimizationnumerical results

Mathematics Subject Classification ID

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

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Cited in

(19)

• A filter-variable-metric method for nonsmooth convex constrained optimization
• A bundle-Newton method for nonsmooth unconstrained minimization
• Nonmonotone bundle-type scheme for convex nonsmooth minimization
• Best ellipsoidal relaxation to solve a nonconvex problem.
• On an elliptical trust-region procedure for ill-posed nonlinear least-squares problems
• Globally convergent variable metric method for convex nonsmooth unconstrained minimization
• A descent method with linear programming subproblems for nondifferentiable convex optimization
• Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
• A method for convex black-box integer global optimization
• Derivative-free robust optimization by outer approximations
• scientific article; zbMATH DE number 4076973 (Why is no real title available?)
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• New limited memory bundle method for large-scale nonsmooth optimization
• On the generalization of ECP and OA methods to nonsmooth convex MINLP problems
• A Trust-region Method for Nonsmooth Nonconvex Optimization
• Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
• A version of bundle trust region method with linear programming
• An inertial Hestenes-Stiefel algorithm for nonsmooth convex optimization and its applications in machine learning
• A variable metric method for nonsmooth convex constrained optimization

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