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Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization - MaRDI portal

Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization (Q3837285)

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Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization
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    Convergence of the BFGS Method for $LC^1 $ Convex Constrained Optimization (English)
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    8 December 1996
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    nonsmooth equations
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    linearly constrained optimization
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    Lipschitz gradient
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    quasi-Newton matrix
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    stochastic programs with recourse
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