Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization
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Publication:5956437
DOI10.1023/A:1011990503369zbMATH Open1029.90060OpenAlexW1511261802MaRDI QIDQ5956437FDOQ5956437
Authors: Jan Vlček, Ladislav Lukšan 
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
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Methods of successive quadratic programming type (90C55) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Derivative-free methods and methods using generalized derivatives (90C56)
Cites Work
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- A method of linearizations for linearly constrained nonconvex nonsmooth minimization
- An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
- Computational experience with known variable metric updates
Cited In (48)
- Random perturbation of the variable metric method for unconstrained nonsmooth nonconvex optimization
- Structured spectral algorithm with a nonmonotone line search for nonlinear least squares
- Variable metrid method for minimization of partially separable nonsmooth functions
- Nonsmooth optimization via quasi-Newton methods
- An extension of the quasi-Newton method for minimizing locally Lipschitz functions
- Globally convergent limited memory bundle method for large-scale nonsmooth optimization
- Limited memory interior point bundle method for large inequality constrained nonsmooth minimization
- Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization
- 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
- Non-smooth optimization based on resilient backpropagation search for unconstrained and simply bounded problems
- Essentials of numerical nonsmooth optimization
- A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
- A quasi-Newton method for unconstrained non-smooth problems
- A gradient sampling algorithm for stratified maps with applications to topological data analysis
- Multiple subgradient descent bundle method for convex nonsmooth multiobjective optimization
- Subgradient and bundle methods for nonsmooth optimization
- A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods
- Computing proximal points of nonconvex functions
- Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization
- On the problem of minimizing a difference of polyhedral convex functions under linear constraints
- Nonsmooth and nonconvex optimization via approximate difference-of-convex decompositions
- Limited-memory BFGS with displacement aggregation
- Optimal control of flow with discontinuities.
- An inexact Newton-like conditional gradient method for constrained nonlinear systems
- A method for non-differentiable optimization problems
- New limited memory bundle method for large-scale nonsmooth optimization
- Generalized order-value optimization
- Diagonal discrete gradient bundle method for derivative free nonsmooth optimization
- A new nonmonotone line search method for nonsmooth nonconvex optimization
- Lagrangian relaxation for continuous-time optimal control of coupled hydrothermal power systems including storage capacity and a cascade of hydropower systems with time delays
- A proximal alternating linearization method for nonconvex optimization problems
- Comparing different nonsmooth minimization methods and software
- A variable metric method for nonsmooth convex constrained optimization
- A method for nonsmooth optimization problems
- Constrained nonconvex nonsmooth optimization via proximal bundle method
- Piecewise linear approximations in nonconvex nonsmooth optimization
- Minimization of marginal functions in mathematical programming based on continuous outer subdifferentials
- Diagonal bundle method for nonsmooth sparse optimization
- A filter-variable-metric method for nonsmooth convex constrained optimization
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