Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
From MaRDI portal
Publication:5956437
DOI10.1023/A:1011990503369zbMath1029.90060OpenAlexW1511261802MaRDI QIDQ5956437
Publication date: 18 March 2003
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1023/a:1011990503369
Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Derivative-free methods and methods using generalized derivatives (90C56) Methods of quasi-Newton type (90C53) Methods of successive quadratic programming type (90C55)
Related Items
A method for nonsmooth optimization problems, A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods, Comparing different nonsmooth minimization methods and software, A method for non-differentiable optimization problems, Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization, Using Krylov-Padé model order reduction for accelerating design optimization of structures and vibrations in the frequency domain, The bundle scheme for solving arbitrary eigenvalue optimizations, New limited memory bundle method for large-scale nonsmooth optimization, A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions, Limited-memory BFGS with displacement aggregation, An inexact Newton-like conditional gradient method for constrained nonlinear systems, Piecewise linear approximations in nonconvex nonsmooth optimization, On the problem of minimizing a difference of polyhedral convex functions under linear constraints, A proximal alternating linearization method for nonconvex optimization problems, A variable metric method for nonsmooth convex constrained optimization, Globally convergent limited memory bundle method for large-scale nonsmooth optimization, Nonsmooth optimization via quasi-Newton methods, An extension of the quasi-Newton method for minimizing locally Lipschitz functions, A gradient sampling algorithm for stratified maps with applications to topological data analysis, Generalized order-value optimization, Limited memory interior point bundle method for large inequality constrained nonsmooth minimization, New diagonal bundle method for clustering problems in large data sets, A new nonmonotone line search method for nonsmooth nonconvex optimization, Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization, Constrained nonconvex nonsmooth optimization via proximal bundle method, Diagonal bundle method for nonsmooth sparse optimization, Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization, Computing proximal points of nonconvex functions, Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials, A DC piecewise affine model and a bundling technique in nonconvex nonsmooth minimization, Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization, Testing different nonsmooth formulations of the Lennard-Jones potential in atomic clustering problems, A filter-variable-metric method for nonsmooth convex constrained optimization, A quasi-Newton method for unconstrained non-smooth problems, Essentials of numerical nonsmooth optimization, Diagonal discrete gradient bundle method for derivative free nonsmooth optimization, Optimal control of flow with discontinuities., Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions, Subgradient and Bundle Methods for Nonsmooth Optimization, Weak subgradient method for solving nonsmooth nonconvex optimization problems, A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems, Essentials of numerical nonsmooth optimization, Non-smooth optimization based on resilient backpropagation search for unconstrained and simply bounded problems, Structured spectral algorithm with a nonmonotone line search for nonlinear least squares, Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization
Uses Software
Cites Work
- Unnamed Item
- A bundle-Newton method for nonsmooth unconstrained minimization
- Computational experience with known variable metric updates
- Globally convergent variable metric method for convex nonsmooth unconstrained minimization
- Methods of descent for nondifferentiable optimization
- An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
- Optimization and nonsmooth analysis
- A method of linearizations for linearly constrained nonconvex nonsmooth minimization
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results