Globally convergent variable metric method for convex nonsmooth unconstrained minimization
From MaRDI portal
Publication:1807687
DOI10.1023/A:1022650107080zbMath0955.90102MaRDI QIDQ1807687
Publication date: 4 March 2001
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Numerical mathematical programming methods (65K05) Convex programming (90C25) Derivative-free methods and methods using generalized derivatives (90C56)
Related Items (52)
A non-monotone pattern search approach for systems of nonlinear equations ⋮ Comparing different nonsmooth minimization methods and software ⋮ A method for non-differentiable optimization problems ⋮ Combination of steepest descent and BFGS methods for nonconvex nonsmooth optimization ⋮ A line search trust-region algorithm with nonmonotone adaptive radius for a system of nonlinear equations ⋮ New limited memory bundle method for large-scale nonsmooth optimization ⋮ Survey of Bundle Methods for Nonsmooth Optimization ⋮ A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions ⋮ An inexact Newton-like conditional gradient method for constrained nonlinear systems ⋮ Dynamic bundle methods ⋮ A proximal alternating linearization method for nonconvex optimization problems ⋮ A variable metric method for nonsmooth convex constrained optimization ⋮ A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization ⋮ Globally convergent limited memory bundle method for large-scale nonsmooth optimization ⋮ On approximations with finite precision in bundle methods for nonsmooth optimization ⋮ Parallel Uzawa method for large-scale minimization of partially separable functions ⋮ Nonsmooth optimization via quasi-Newton methods ⋮ An extension of the quasi-Newton method for minimizing locally Lipschitz functions ⋮ On the global convergence of an inexact quasi-Newton conditional gradient method for constrained nonlinear systems ⋮ Nonsmooth exclusion test for finding all solutions of nonlinear equations ⋮ Inexact free derivative quasi-Newton method for large-scale nonlinear system of equations ⋮ A regularization method for constrained nonlinear least squares ⋮ Numerical infinitesimals in a variable metric method for convex nonsmooth optimization ⋮ Limited memory interior point bundle method for large inequality constrained nonsmooth minimization ⋮ New diagonal bundle method for clustering problems in large data sets ⋮ A trust region algorithm with adaptive cubic regularization methods for nonsmooth convex minimization ⋮ A partially inexact bundle method for convex semi-infinite minmax problems ⋮ Strongly sub-feasible direction method for constrained optimization problems with nonsmooth objective functions ⋮ A new class of root-finding methods in \({\mathbb {R}}^n\): the inexact tensor-free Chebyshev-Halley class ⋮ Diagonal bundle method with convex and concave updates for large-scale nonconvex and nonsmooth optimization ⋮ Superlinearly convergent exact penalty methods with projected structured secant updates for constrained nonlinear least squares ⋮ Group update method for sparse minimax problems ⋮ Diagonal bundle method for nonsmooth sparse optimization ⋮ Nonmonotone Self-adaptive Levenberg–Marquardt Approach for Solving Systems of Nonlinear Equations ⋮ A trust-region approach with novel filter adaptive radius for system of nonlinear equations ⋮ A bundle-filter method for nonsmooth convex constrained optimization ⋮ Codifferential method for minimizing nonsmooth DC functions ⋮ Adaptive limited memory bundle method for bound constrained large-scale nonsmooth optimization ⋮ Gobally convergent variable metric method for nonconvex nondifferentiable unconstrained minimization ⋮ A filter-variable-metric method for nonsmooth convex constrained optimization ⋮ A quasi-Newton method for unconstrained non-smooth problems ⋮ Diagonal discrete gradient bundle method for derivative free nonsmooth optimization ⋮ Nonmonotone line search algorithm for constrained minimax problems ⋮ An efficient conjugate gradient trust-region approach for systems of nonlinear equation ⋮ Scaled nonlinear conjugate gradient methods for nonlinear least squares problems ⋮ On the generalization of ECP and OA methods to nonsmooth convex MINLP problems ⋮ Variable metric methods for unconstrained optimization and nonlinear least squares ⋮ A new nonsmooth trust region algorithm for locally Lipschitz unconstrained optimization problems ⋮ Non-smooth optimization based on resilient backpropagation search for unconstrained and simply bounded problems ⋮ Aggregate codifferential method for nonsmooth DC optimization ⋮ Limited memory discrete gradient bundle method for nonsmooth derivative-free optimization ⋮ A trust-region method with improved adaptive radius for systems of nonlinear equations
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Optimization of upper semidifferentiable functions
- A compact variable metric algorithm for nonlinear minimax approximation
- Nonmonotone bundle-type scheme for convex nonsmooth minimization
- Computational experience with known variable metric updates
- Variable metric bundle methods: From conceptual to implementable forms
- Methods of descent for nondifferentiable optimization
- An Ellipsoid Trust Region Bundle Method for Nonsmooth Convex Minimization
- A Version of the Bundle Idea for Minimizing a Nonsmooth Function: Conceptual Idea, Convergence Analysis, Numerical Results
This page was built for publication: Globally convergent variable metric method for convex nonsmooth unconstrained minimization