An approximate quasi-Newton bundle-type method for nonsmooth optimization

DOI10.1155/2013/697474MaRDI QIDQ370139zbMATH OpenOpenAlexWikidataFDO

Authors Jie Shen, Li-Ping Pang, Dan Li

Publication date 19 September 2013

Published in Abstract and Applied Analysis (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://doi.org/10.1155/2013/697474

zbMATH Keywords

Moreau-Yosida regularizationnonsmooth convex optimization problemquasi-Newton bundle method

Mathematics Subject Classification ID

Convex programming (90C25)

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• A quasi-second-order proximal bundle algorithm
• An Algorithm for Nonsmooth Convex Minimization With Errors
• An SQP algorithm for extended linear-quadratic problems in stochastic programming
• Approximations in proximal bundle methods and decomposition of convex programs
• Globally convergent BFGS method for nonsmooth convex optimization
• Minimizing and stationary sequences of convex constrained minimization problems
• On approximations with finite precision in bundle methods for nonsmooth optimization
• Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
• The 𝒰-Lagrangian of a convex function

Cited in

(12)

• A quasi-Newton bundle method based on approximate subgradients
• Randomized smoothing variance reduction method for large-scale non-smooth convex optimization
• Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem
• A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
• A memory gradient method for non-smooth convex optimization
• Forward-backward quasi-Newton methods for nonsmooth optimization problems
• An ODE-like nonmonotone method for nonsmooth convex optimization
• Convergence analysis of an infeasible quasi-Newton bundle method for nonsmooth convex programming
• A hybrid bundle method for nonsmooth convex optimization
• An implementable bundle method for nonsmooth convex optimization
• A bundle-type quasi-Newton method for nonconvex nonsmooth optimization
• A modified scaled memoryless BFGS preconditioned conjugate gradient algorithm for nonsmooth convex optimization

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