Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization

DOI10.1137/S1052623496303329zbMath0927.65074OpenAlexW2080297732MaRDI QIDQ4389206

Liqun Qi, Robert Mifflin, Defeng Sun

Publication date: 12 May 1998

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

Full work available at URL: https://doi.org/10.1137/s1052623496303329

zbMATH Keywords

superlinear convergencequasi-Newton methodMoreau-Yosida regularizationbundle methodnondifferentiable convex programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of quasi-Newton type (90C53) Convex functions and convex programs in convex geometry (52A41)

Related Items (24)

Forward-backward quasi-Newton methods for nonsmooth optimization problems ⋮ Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization ⋮ Tuning strategy for the proximity parameter in convex minimization ⋮ A Method for Minimization of Quasidifferentiable Functions ⋮ Limited-memory BFGS with displacement aggregation ⋮ The developments of proximal point algorithms ⋮ Subgradient method for nonconvex nonsmooth optimization ⋮ A bundle modification strategy for convex minimization ⋮ Fast Moreau envelope computation I: Numerical algorithms ⋮ A quasi-Newton bundle method based on approximate subgradients ⋮ An approximate quasi-Newton bundle-type method for nonsmooth optimization ⋮ Nonsmooth optimization via quasi-Newton methods ⋮ Fréchet subdifferential calculus for interval-valued functions and its applications in nonsmooth interval optimization ⋮ Conjugate gradient type methods for the nondifferentiable convex minimization ⋮ Minimizing oracle-structured composite functions ⋮ Aggregate subgradient method for nonsmooth DC optimization ⋮ New bundle methods for solving Lagrangian relaxation dual problems ⋮ A Parametric Newton Method for Optimization Problems in Hilbert Spaces ⋮ Minimizing and stationary sequences of convex constrained minimization problems ⋮ Randomized smoothing variance reduction method for large-scale non-smooth convex optimization ⋮ Essentials of numerical nonsmooth optimization ⋮ Globally convergent BFGS method for nonsmooth convex optimization ⋮ A \(\mathcal{VU}\)-algorithm for convex minimization ⋮ Essentials of numerical nonsmooth optimization

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