Steplength algorithms for minimizing a class of nondifferentiable functions

DOI10.1007/BF02254861MaRDI QIDQ1145472zbMATH OpenOpenAlexFDO

Authors Walter Murray, Michael L. Overton

Publication date 1979

Published in Computing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf02254861

zbMATH Keywords

line searchquadratic convergencenon- differentiable functionssteplength algorithmunivariate minimization algorithms

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Nonlinear programming (90C30) Numerical computation of solutions to systems of equations (65H10) Numerical computation of solutions to single equations (65H05)

Cites work

• scientific article; zbMATH DE number 3476911 (Why is no real title available?)
• scientific article; zbMATH DE number 3316497 (Why is no real title available?)
• scientific article; zbMATH DE number 3381785 (Why is no real title available?)
• scientific article; zbMATH DE number 3388498 (Why is no real title available?)
• scientific article; zbMATH DE number 3195683 (Why is no real title available?)
• A Penalty Function Method Converging Directly to a Constrained Optimum
• A globally convergent method for nonlinear programming
• An Efficient Method to Solve the Minimax Problem Directly
• An iterative method for locating turning points
• Steplength algorithms for minimizing a class of nondifferentiable functions
• The Design and Structure of a Fortran Program Library for Optimization

Cited in

(9)

• An algorithm for composite nonsmooth optimization problems
• Nonlinear programming via an exact penalty function: Global analysis
• An efficient descent direction method with cutting planes
• Global and superlinear convergence of an algorithm for one-dimensional minimization of convex functions
• A quadratically convergent method for minimizing a sum of euclidean norms
• Aspects of mathematical modelling related to optimization
• Discrete minimax problem: Algorithms and numerical comparisons
• Steplength algorithms for minimizing a class of nondifferentiable functions
• On superlinear convergence in univariate nonsmooth minimization

Describes a project that uses

Uses Software

• BRENT

This page was built for publication: Steplength algorithms for minimizing a class of nondifferentiable functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1145472)