A self-correcting variable-metric algorithm framework for nonsmooth optimization

DOI10.1093/imanum/drz008zbMath1462.65065arXiv1708.02552OpenAlexW2951060965WikidataQ128391273 ScholiaQ128391273MaRDI QIDQ5109471

Daniel P. Robinson, Baoyu Zhou, Frank E. Curtis

Publication date: 12 May 2020

Published in: IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1708.02552

zbMATH Keywords

nonsmooth optimizationnonlinear optimizationquasi-Newton methodsvariable-metric algorithmsself-correcting properties of BFGS updating

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)

Related Items (3)

A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions ⋮ Limited-memory BFGS with displacement aggregation ⋮ Modified globally convergent Polak-Ribière-Polyak conjugate gradient methods with self-correcting property for large-scale unconstrained optimization

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