Globally convergent BFGS method for nonsmooth convex optimization

DOI10.1023/A:1004633524446zbMath0986.90076OpenAlexW1975020886MaRDI QIDQ1573986

A. I. Rauf, Masao Fukushima

Publication date: 17 June 2002

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

Full work available at URL: https://doi.org/10.1023/a:1004633524446

zbMATH Keywords

BFGS methodMoreau-Yosida regularizationnonsmooth convex optimization

Mathematics Subject Classification ID

Convex programming (90C25) Methods of quasi-Newton type (90C53)

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