A filter-variable-metric method for nonsmooth convex constrained optimization
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Publication:1004165
DOI10.1016/j.amc.2008.11.019zbMath1160.65028OpenAlexW4231751431MaRDI QIDQ1004165
Yehui Peng, Qiyong Li, Heying Feng
Publication date: 2 March 2009
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2008.11.019
algorithmglobal convergencenonsmooth optimizationnumerical resultsconvex optimizationconstrained optimizationvariable metric methodfilter method
Related Items (5)
A dwindling filter inexact projected Hessian algorithm for large scale nonlinear constrained optimization ⋮ On constrained optimization by interval arithmetic and interval order relations ⋮ Ergodic, primal convergence in dual subgradient schemes for convex programming. II: The case of inconsistent primal problems ⋮ A filter proximal bundle method for nonsmooth nonconvex constrained optimization ⋮ Random perturbation of the projected variable metric method for nonsmooth nonconvex optimization problems with linear constraints
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Cites Work
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