A superlinear space decomposition algorithm for constrained nonsmooth convex program
From MaRDI portal
Publication:964944
DOI10.1016/j.cam.2009.12.018zbMath1226.65056MaRDI QIDQ964944
Li-Ping Pang, Fang-Fang Guo, Yuan Lu, Zun-Quan Xia
Publication date: 21 April 2010
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2009.12.018
nonsmooth optimization; convex optimization; numerical examples; second-order expansion; local superlinear convergence; \(\mathcal {VU}\) decomposition; piecewise \(C^{2}\); primal-dual gradient structure
Related Items
A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information, The space decomposition theory for a class of eigenvalue optimizations, Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems, The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations, A decomposition method with redistributed subroutine for constrained nonconvex optimization
Cites Work
- Unnamed Item
- Unnamed Item
- A \(\mathcal{VU}\)-algorithm for convex minimization
- On $\mathcalVU$-theory for Functions with Primal-Dual Gradient Structure
- Primal-Dual Gradient Structured Functions: Second-Order Results; Links to Epi-Derivatives and Partly Smooth Functions
- đ±đ°-smoothness and proximal point results for some nonconvex functions
- On Second-Order Properties of the MoreauâYosida Regularization for Constrained Nonsmooth Convex Programs
- The đ°-Lagrangian of a convex function
