A quasi-Newton bundle method based on approximate subgradients

DOI10.1007/BF02831983zbMath1128.26009OpenAlexW2130595058MaRDI QIDQ874359

Jie Shen, Li-Ping Pang

Publication date: 5 April 2007

Published in: Journal of Applied Mathematics and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02831983

zbMATH Keywords

quasi-Newton methodnonsmooth convex optimization

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30) Convexity of real functions of several variables, generalizations (26B25)

Related Items (2)

Derivative-free simulated annealing and deflecting function technique for global optimization ⋮ An inexact spectral bundle method for convex quadratic semidefinite programming

Cites Work

• Proximal quasi-Newton methods for nondifferentiable convex optimization
• Convergence of some algorithms for convex minimization
• Globally convergent BFGS method for nonsmooth convex optimization
• A descent algorithm for nonsmooth convex optimization
• Quasi-Newton Bundle-Type Methods for Nondifferentiable Convex Optimization
• A Globally and Superlinearly Convergent Algorithm for Nonsmooth Convex Minimization
• A proximal bundle method based on approximate subgradients

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