A note on the smoothing quadratic regularization method for non-Lipschitz optimization
DOI10.1007/S11075-014-9929-6zbMATH Open1329.90138OpenAlexW2015651368MaRDI QIDQ494677FDOQ494677
Authors: Yakui Huang, Hongwei Liu, Weijie Cong 
Publication date: 1 September 2015
Published in: Numerical Algorithms (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11075-014-9929-6
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- scientific article; zbMATH DE number 1329077
- Smoothing methods for nonsmooth, nonconvex minimization
nonsmooth nonconvex optimizationsmoothing approximationnon-Lipschitz optimizationquadratic regularization
Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Numerical methods based on nonlinear programming (49M37)
Cites Work
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- Worst-case complexity of smoothing quadratic regularization methods for non-Lipschitzian optimization
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- Non-Lipschitz $\ell_{p}$-Regularization and Box Constrained Model for Image Restoration
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Cited In (4)
- Quadratic error bound of the smoothed gap and the restarted averaged primal-dual hybrid gradient
- Generalization of hyperbolic smoothing approach for non-smooth and non-Lipschitz functions
- Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization
- Worst-case complexity of smoothing quadratic regularization methods for non-Lipschitzian optimization
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