A memory gradient method for non-smooth convex optimization

DOI10.1080/00207160.2014.955483MaRDI QIDQ5266154zbMATH OpenOpenAlexFDO

Authors Yuanwen Liu, Yigui Ou

Publication date 30 July 2015

Published in International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207160.2014.955483

zbMATH Keywords

convergence analysismemory gradient methodnon-monotone line searchnon-smooth convex optimization

Mathematics Subject Classification ID

Numerical methods based on nonlinear programming (49M37) Numerical mathematical programming methods (65K05) Nonlinear programming (90C30)

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Cites work

• A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
• A gradient-related algorithm with inexact line searches
• A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs
• A new super-memory gradient method with curve search rule
• A new trust region algorithm for nonsmooth convex minimization
• A new variant of the memory gradient method for unconstrained optimization
• A Nonmonotone Line Search Technique and Its Application to Unconstrained Optimization
• A nonmonotone supermemory gradient algorithm for unconstrained optimization
• A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization
• A trust region method for nonsmooth convex optimization
• An approximate quasi-Newton bundle-type method for nonsmooth optimization
• Conjugate gradient type methods for the nondifferentiable convex minimization
• Global convergence of a memory gradient method for unconstrained optimization
• Globally convergent BFGS method for nonsmooth convex optimization
• Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• Incorporating nonmonotone strategies into the trust region method for unconstrained optimization
• New limited memory bundle method for large-scale nonsmooth optimization
• Numerical methods for nondifferentiable convex optimization
• On memory gradient method with trust region for unconstrained optimization
• Practical Aspects of the Moreau--Yosida Regularization: Theoretical Preliminaries
• Proximal quasi-Newton methods for nondifferentiable convex optimization

Cited in

(8)

• Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization
• Memory gradient method for multiobjective optimization
• A memory efficient incremental gradient method for regularized minimization
• scientific article; zbMATH DE number 6001261 (Why is no real title available?)
• An ODE-like nonmonotone method for nonsmooth convex optimization
• scientific article; zbMATH DE number 5007451 (Why is no real title available?)
• scientific article; zbMATH DE number 5210992 (Why is no real title available?)
• A CLASS OF NONMONOTONE SPECTRAL MEMORY GRADIENT METHOD

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