A quasi-Newton bundle method based on approximate subgradients

DOI10.1007/BF02831983zbMATH Open1128.26009OpenAlexW2130595058MaRDI QIDQ874359FDOQ874359

Authors: 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

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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)

Cites Work

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

Cited In (12)

• A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions
• An inexact spectral bundle method for convex quadratic semidefinite programming
• An approximate quasi-Newton bundle-type method for nonsmooth optimization
• Convergence analysis of an infeasible quasi-Newton bundle method for nonsmooth convex programming
• An infeasible bundle method based on approximate subgradients for nonsmooth optimization
• An implementable bundle method for nonsmooth convex optimization
• A bundle-type quasi-Newton method for nonconvex nonsmooth optimization
• Title not available (Why is that?)
• A modified BFGS bundle algorithm based on approximate subgradients
• Derivative-free simulated annealing and deflecting function technique for global optimization
• A study on the dual problem of nonsmooth bundle method based on approximate subgradients
• A generalized subgradient method with piecewise linear subproblem

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