Variable metric methods for minimizing a class of nondifferentiable functions
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Publication:3883929
DOI10.1007/BF01589328zbMath0441.90095MaRDI QIDQ3883929
No author found.
Publication date: 1981
Published in: Mathematical Programming (Search for Journal in Brave)
minimax optimizationglobal convergencevariable metric methodsnondifferentiable optimizationquasi-Newton methodsnondifferentiable functionstepsize procedureiterative solution of quadratic problems
Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Existence of solutions for minimax problems (49J35) Rate of convergence, degree of approximation (41A25)
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Cites Work
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- A globally convergent method for nonlinear programming
- Quasi-Newton Methods, Motivation and Theory
- Dual Variable Metric Algorithms for Constrained Optimization
- Superlinearly convergent variable metric algorithms for general nonlinear programming problems
- The Theory of Max-Min, with Applications
- An Algorithm for Minimax Approximation in the Nonlinear Case
