A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
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Publication:903922
DOI10.1007/S12532-015-0086-2zbMATH Open1333.49042OpenAlexW902317526MaRDI QIDQ903922FDOQ903922
Authors: Frank E. Curtis, Xiaocun Que 
Publication date: 15 January 2016
Published in: Mathematical Programming Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s12532-015-0086-2
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nonconvex optimizationunconstrained optimizationnonsmooth optimizationquasi-Newton methodsline search methodsgradient sampling
Numerical mathematical programming methods (65K05) Numerical optimization and variational techniques (65K10) Nonconvex programming, global optimization (90C26) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Newton-type methods (49M15) Numerical methods based on necessary conditions (49M05)
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Cited In (20)
- A feasible SQP-GS algorithm for nonconvex, nonsmooth constrained optimization
- A new sequential optimality condition for constrained nonsmooth optimization
- A BFGS-SQP method for nonsmooth, nonconvex, constrained optimization and its evaluation using relative minimization profiles
- Solving an inverse heat convection problem with an implicit forward operator by using a projected quasi-Newton method
- Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization
- A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
- Trust-region algorithms for training responses: machine learning methods using indefinite Hessian approximations
- Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem
- A fast gradient and function sampling method for finite-max functions
- An SL/QP algorithm for minimizing the spectral abscissa of time delay systems
- Manifold sampling for optimization of nonconvex functions that are piecewise linear compositions of smooth components
- A quasi-Newton approach to nonsmooth convex optimization problems in machine learning
- Limited-memory BFGS with displacement aggregation
- A hierarchy of spectral relaxations for polynomial optimization
- A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective
- A note on the convergence of deterministic gradient sampling in nonsmooth optimization
- A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization
- A geometric integration approach to nonsmooth, nonconvex optimisation
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- Nonconvex piecewise-quadratic underestimation for global minimization
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