scientific article; zbMATH DE number 4162675

MaRDI QIDQ3489801zbMATHFDO

Authors Stanislav P. Uryasev

Publication date 1990

zbMATH Keywords

nonsmooth optimizationgradient algorithmsconvergence theoremsvariable metric algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Computational methods for problems pertaining to operations research and mathematical programming (90-08) Methods of reduced gradient type (90C52)

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Cited in

(3)

• A self-correcting variable-metric algorithm framework for nonsmooth optimization
• A unified view of adaptive variable-metric projection algorithms
• Variable-metric technique for the solution of affinely parametrized nondifferentiable optimal design problems

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