Convergence analysis of some methods for minimizing a nonsmooth convex function

DOI10.1023/A:1022630801549zbMath0907.90216OpenAlexW1491680399MaRDI QIDQ1265007

K. Appert

Publication date: 11 February 1999

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022630801549

zbMATH Keywords

stochastic programmingproximal point methodnonsmooth convex optimizationbundle algorithm

Mathematics Subject Classification ID

Quadratic programming (90C20) Nonsmooth analysis (49J52) Stochastic programming (90C15)

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Survey of Bundle Methods for Nonsmooth Optimization ⋮ Multivariate spectral gradient algorithm for nonsmooth convex optimization problems ⋮ A redistributed proximal bundle method for nonsmooth nonconvex functions with inexact information ⋮ Gradient trust region algorithm with limited memory BFGS update for nonsmooth convex minimization ⋮ A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization ⋮ Some modified Hestenes-Stiefel conjugate gradient algorithms with application in image restoration ⋮ A modified nonlinear conjugate gradient algorithm for large-scale nonsmooth convex optimization ⋮ A modified Polak-Ribière-Polyak conjugate gradient algorithm for nonsmooth convex programs ⋮ A modified Hestenes and Stiefel conjugate gradient algorithm for large-scale nonsmooth minimizations and nonlinear equations ⋮ An algorithm for approximating piecewise linear concave functions from sample gradients

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