On Second-Order Properties of the Moreau–Yosida Regularization for Constrained Nonsmooth Convex Programs

DOI10.1081/NFA-200042235MaRDI QIDQ4678764zbMATH OpenOpenAlexFDO

Authors Fanwen Meng, Gongyun Zhao

Publication date 23 May 2005

Published in Numerical Functional Analysis and Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/nfa-200042235

zbMATH Keywords

Moreau-Yosida regularizationsemi-smooth functionspiecewise \(C^k\) functions

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Convex programming (90C25) Convex functions and convex programs in convex geometry (52A41)

Recommendations

• Properties of the Moreau-Yosida regularization of a piecewise C^2 convex function
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• Lagrangian-Dual Functions and Moreau–Yosida Regularization
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• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries

Cites work

• scientific article; zbMATH DE number 439380 (Why is no real title available?)
• scientific article; zbMATH DE number 3244852 (Why is no real title available?)
• A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
• A nonsmooth version of Newton's method
• Convex Analysis
• New variants of bundle methods
• Optimality conditions for piecewise C^ 2 nonlinear programming
• Optimization and nonsmooth analysis
• Piecewise Ck functions in nonsmooth analysis
• Piecewise Smoothness, Local Invertibility, and Parametric Analysis of Normal Maps
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• Proximity control in bundle methods for convex nondifferentiable minimization
• Second-order necessary conditions in semismooth optimization
• Variable metric bundle methods: From conceptual to implementable forms

Cited in

(14)

• A modified conjugate gradient method for general convex functions
• Lagrangian-Dual Functions and Moreau–Yosida Regularization
• Some modified Hestenes-Stiefel conjugate gradient algorithms with application in image restoration
• A conjugate gradient algorithm and its application in large-scale optimization problems and image restoration
• Piecewise smoothness for Moreau-Yosida approximation to a piecewise \(C^2\) convex function
• A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
• A superlinear space decomposition algorithm for constrained nonsmooth convex program
• Moreau-Yosida regularization of Lagrangian-dual functions for a class of convex optimization problems
• Fast Moreau envelope computation I: Numerical algorithms
• Second-order analysis of the Moreau-Yosida regularization
• An algorithm using trust region strategy for minimization of a nondifferentiable function
• Properties of the Moreau-Yosida regularization of a piecewise C^2 convex function
• Second-order analysis of the Moreau-Yosida and the Lasry-Lions regularizations
• An efficient conjugate gradient method with strong convergence properties for non-smooth optimization

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